Nippon Building Fund Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.36% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4616 | 6.73 | |
| 0.0841 | 49.71 | |
| 0.9904 | 705.93 | |
| 4.7867 | 18.80 |
Estimation Period:
Jun 27, 2002 to Feb 13, 2026
Jun 27, 2002 to Feb 13, 2026
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