Nac Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.56% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 28.0770 | 7.69 | |
| 0.0948 | 120.25 | |
| 0.9987 | 6,361.31 | |
| 3.3288 | 130.55 |
Estimation Period:
Sep 21, 1995 to Feb 13, 2026
Sep 21, 1995 to Feb 13, 2026
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