Niitaka Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.49% (+3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.2849 | 3.67 | |
| 0.1459 | 112.68 | |
| 0.9917 | 454.06 | |
| 2.6589 | 112.35 |
Estimation Period:
Apr 25, 2003 to Feb 13, 2026
Apr 25, 2003 to Feb 13, 2026
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