Nihon Falcom Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.58% (-8.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 32.0246 | 3.43 | |
| 0.1619 | 94.98 | |
| 0.9885 | 304.16 | |
| 2.7738 | 75.39 |
Estimation Period:
Dec 5, 2003 to Feb 6, 2026
Dec 5, 2003 to Feb 6, 2026
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