Nidec Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.47% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8973 | 4.65 | |
| 0.1019 | 6.50 | |
| 0.8677 | 30.77 | |
| 3.4791 | 3.03 |
Estimation Period:
Apr 23, 2021 to Feb 6, 2026
Apr 23, 2021 to Feb 6, 2026
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