Tokyo Stock Exchange MOTHERS Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.08% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0080 | 9.60 | |
| 0.1356 | 31.34 | |
| 0.9711 | 322.52 | |
| 6.7220 | 7.46 |
Estimation Period:
Sep 15, 2003 to Dec 30, 2025
Sep 15, 2003 to Dec 30, 2025
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