Shinwa Co Ltd Nagoya GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.46% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1489 | 8.57 | |
| 0.1073 | 28.98 | |
| 0.9415 | 144.55 | |
| 3.0619 | 21.11 |
Estimation Period:
Aug 20, 1999 to Feb 13, 2026
Aug 20, 1999 to Feb 13, 2026
Other Shinwa Co Ltd Nagoya Analyses
Other GAS-GARCH Student T Analyses on International Equities