Nomura Corporation GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.72% (-8.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0735 | 3.10 | |
| 0.1528 | 14.10 | |
| 0.9341 | 46.23 | |
| 2.9213 | 11.08 |
Estimation Period:
Dec 2, 2021 to Feb 13, 2026
Dec 2, 2021 to Feb 13, 2026
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