Nankai Tatsumura Constr Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.51% (+10.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36.6787 | 7.33 | |
| 0.0980 | 132.72 | |
| 0.9952 | 1,557.46 | |
| 2.7746 | 200.77 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
Other Nankai Tatsumura Constr Co Analyses
Other GAS-GARCH Student T Analyses on International Equities