Nichiban Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.32% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.0413 | 5.25 | |
| 0.0660 | 93.22 | |
| 0.9970 | 1,966.47 | |
| 3.7992 | 47.84 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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