NEC Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:68.36% (-4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1759 | 14.55 | |
| 0.0990 | 30.27 | |
| 0.8616 | 208.81 | |
| 0.6774 | 14.07 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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