NEC Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:55.64% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0581 | 14.12 | |
| 0.6419 | 39.84 | |
| 0.1453 | 18.05 | |
| 0.0178 | 1.35 | |
| 0.0176 | 1.92 | |
| 0.9791 | 87.63 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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