Nitto Kohki Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.75% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.9713 | 3.75 | |
| 0.0762 | 59.66 | |
| 0.9942 | 688.99 | |
| 3.8254 | 26.81 |
Estimation Period:
Nov 3, 1995 to Feb 10, 2026
Nov 3, 1995 to Feb 10, 2026
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