Nisshin Seifun Group Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.27% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 15.09 | |
| 0.1790 | 34.64 | |
| 0.9765 | 679.07 | |
| -0.0466 | -9.39 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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