Nissei Asb Machine Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.89% (+4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.9673 | 4.09 | |
| 0.0809 | 39.23 | |
| 0.9826 | 236.67 | |
| 3.0367 | 24.89 |
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Aug 8, 1994 to Feb 13, 2026
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