NEC Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:76.33% (+3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1922 | 17.68 | |
| 0.0933 | 27.18 | |
| 0.8726 | 206.18 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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