Nippon Hotel & Residential Investment Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.45% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8708 | 5.41 | |
| 0.0984 | 57.05 | |
| 0.9931 | 849.49 | |
| 3.5982 | 37.01 |
Estimation Period:
Aug 31, 2016 to Feb 13, 2026
Aug 31, 2016 to Feb 13, 2026
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