Nihon Yamamura Glass Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.60% (+5.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.5887 | 5.01 | |
| 0.0798 | 35.39 | |
| 0.9837 | 299.10 | |
| 4.1949 | 12.45 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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