Nippon Chemical Industrial GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.55% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.7902 | 4.39 | |
| 0.0744 | 61.12 | |
| 0.9930 | 629.70 | |
| 4.3050 | 21.17 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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