Nishimatsu Construction Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.75% (+3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 10.01 | |
| 0.2152 | 29.80 | |
| 0.9511 | 208.93 | |
| -0.0198 | -2.24 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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