Nishimatsu Construction Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.51% (+4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0936 | 22.73 | |
| 0.8347 | 110.05 | |
| 0.0562 | 8.92 | |
| 5.1720 | 0.03 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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