Nisso Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.36% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.5422 | 6.73 | |
| 0.0750 | 41.91 | |
| 0.9968 | 2,479.54 | |
| 4.6452 | 17.18 |
Estimation Period:
Mar 16, 2018 to Feb 13, 2026
Mar 16, 2018 to Feb 13, 2026
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