Nittoc Construction Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.71% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.0884 | 19.44 | |
| 0.7985 | 104.10 | |
| 0.0660 | 9.51 | |
| 0.0022 | 1.80 | |
| 0.0149 | 8.20 | |
| 0.9850 | 515.42 |
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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