Nissan Securities Group Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.02% (+10.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.6567 | 3.08 | |
| 0.1111 | 53.81 | |
| 0.9852 | 209.29 | |
| 2.6690 | 50.38 |
Estimation Period:
Oct 4, 1995 to Feb 13, 2026
Oct 4, 1995 to Feb 13, 2026
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