Kita-Nippon Bank Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.86% (+4.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0449 | 11.71 | |
| 0.0982 | 24.79 | |
| 0.9262 | 125.74 | |
| 3.5061 | 13.41 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
Other Kita-Nippon Bank Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities