Nippon Kayaku Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.22% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0828 | 4.06 | |
| 0.0706 | 40.47 | |
| 0.9904 | 400.49 | |
| 4.7228 | 11.72 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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