Nissan Chemical Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:54.53% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0403 | 10.99 | |
| 0.8497 | 135.61 | |
| 0.0701 | 16.12 | |
| 1.3729 | 1.72 | |
| 0.7091 | 2.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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