Nomura Micro Science Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:69.65% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.0055 | 3.33 | |
| 0.0819 | 2.99 | |
| 0.8306 | 11.07 | |
| 3.5733 | 1.40 |
Estimation Period:
Oct 18, 2024 to Feb 13, 2026
Oct 18, 2024 to Feb 13, 2026
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