Nihon Dengi Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:49.81% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1238 | 19.26 | |
| 0.1327 | 29.37 | |
| 0.8290 | 162.35 | |
| -0.2939 | -5.18 |
Estimation Period:
Mar 14, 2003 to Feb 10, 2026
Mar 14, 2003 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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