NEC Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.81% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2350 | 4.18 | |
| 0.0599 | 43.05 | |
| 0.9934 | 622.04 | |
| 5.2601 | 10.82 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on International Equities