Nippon Denko Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.49% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7727 | 3.96 | |
| 0.0818 | 15.24 | |
| 0.9608 | 103.82 | |
| 3.2949 | 8.55 |
Estimation Period:
Aug 5, 2020 to Feb 6, 2026
Aug 5, 2020 to Feb 6, 2026
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