Nankai Tatsumura Constr Co AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.07% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2218 | 21.33 | |
| 0.1786 | 35.14 | |
| 0.8302 | 228.84 | |
| 0.0639 | 0.86 |
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Sep 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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