Nitchitsu Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.22% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 64.4417 | 10.11 | |
| 0.0761 | 141.46 | |
| 0.9990 | 10,515.79 | |
| 2.4096 | 830.61 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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