Nissui Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:41.16% (+7.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1067 | 21.59 | |
| 0.5529 | 38.65 | |
| 0.1309 | 13.11 | |
| 0.0261 | 2.08 | |
| 0.0241 | 3.70 | |
| 0.9708 | 118.05 |
Estimation Period:
Jan 3, 1990 to Mar 6, 2026
Jan 3, 1990 to Mar 6, 2026
News Impact Curve
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