Nippon Chemiphar Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.43% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.7546 | 8.31 | |
| 0.0823 | 127.54 | |
| 0.9978 | 4,140.22 | |
| 3.2492 | 149.70 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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