Bank of Nagoya Ltd/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:57.66% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.5480 | 4.66 | |
| 0.0819 | 52.75 | |
| 0.9923 | 590.63 | |
| 4.4452 | 21.15 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
Other Bank of Nagoya Ltd/The Analyses
Other GAS-GARCH Student T Analyses on International Equities