Nissan Shatai Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.99% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.7400 | 6.04 | |
| 0.0698 | 31.88 | |
| 0.9810 | 316.15 | |
| 4.1251 | 11.74 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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