Nichia Steel Works Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.87% (+7.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5229 | 10.43 | |
| 0.1172 | 26.18 | |
| 0.9395 | 158.53 | |
| 3.9753 | 12.59 |
Estimation Period:
Jan 5, 1990 to Jan 30, 2026
Jan 5, 1990 to Jan 30, 2026
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