Nippon Denko Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.26% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.4770 | 4.45 | |
| 0.0635 | 46.55 | |
| 0.9925 | 577.04 | |
| 4.5804 | 14.99 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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