Nihon Seikan KK GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:152.49% (-12.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 982.9533 | 5.92 | |
| 0.0788 | 150.72 | |
| 0.9974 | 2,426.86 | |
| 2.0173 | 10,561.68 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
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