Nippon Shokubai Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.71% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0835 | 4.04 | |
| 0.0572 | 39.20 | |
| 0.9925 | 506.38 | |
| 4.8730 | 10.89 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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