Nippon Chutetsukan GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.99% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.6411 | 4.85 | |
| 0.0912 | 102.15 | |
| 0.9940 | 841.69 | |
| 3.1898 | 70.32 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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