Nakabayashi Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.00% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1647 | 3.77 | |
| 0.0933 | 48.90 | |
| 0.9906 | 406.97 | |
| 4.0452 | 20.20 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
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