Nikko Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.04% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.9362 | 8.14 | |
| 0.0732 | 104.44 | |
| 0.9981 | 4,685.69 | |
| 4.1856 | 61.35 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
Other Nikko Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities