Nittoku Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.71% (+3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3588 | 5.10 | |
| 0.0892 | 27.56 | |
| 0.9692 | 154.01 | |
| 3.2561 | 16.14 |
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Aug 8, 1994 to Feb 13, 2026
Other Nittoku Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities