Nagase & Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.11% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3154 | 3.15 | |
| 0.3300 | 6.75 | |
| 0.7885 | 12.65 | |
| 3.3423 | 5.97 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
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