NCD Co Ltd/Shinagawa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:49.57% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.0207 | 4.27 | |
| 0.1010 | 69.65 | |
| 0.9859 | 313.48 | |
| 2.6164 | 69.10 |
Estimation Period:
Dec 6, 2000 to Feb 13, 2026
Dec 6, 2000 to Feb 13, 2026
Other NCD Co Ltd/Shinagawa Analyses
Other GAS-GARCH Student T Analyses on International Equities