Nippon Coke & Engineering Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.72% (+11.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0890 | 18.94 | |
| 0.7095 | 89.64 | |
| 0.0774 | 9.60 | |
| 0.6023 | 1.54 | |
| 0.6020 | 2.15 | |
| 0.3543 | 1.12 |
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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