Nachi-Fujikoshi Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.67% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3567 | 5.32 | |
| 0.0660 | 32.64 | |
| 0.9898 | 490.97 | |
| 5.6404 | 8.61 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
Other Nachi-Fujikoshi Corp Analyses
Other GAS-GARCH Student T Analyses on International Equities