NEC Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:71.17% (-4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1984 | 17.81 | |
| 0.0971 | 27.27 | |
| 0.8684 | 200.18 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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