NEC Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:68.73% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.4181 | 4.19 | |
| 0.0617 | 43.36 | |
| 0.9934 | 623.19 | |
| 5.2772 | 10.99 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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