Nissha Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.68% (+4.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0632 | 4.46 | |
| 0.0602 | 22.73 | |
| 0.9780 | 185.87 | |
| 3.6938 | 9.03 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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