Nagase & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.23% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7947 | 5.30 | |
| 0.0725 | 34.56 | |
| 0.9859 | 365.40 | |
| 4.6698 | 10.35 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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