Nihon Falcom Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.96% (-5.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4343 | 12.97 | |
| 0.2180 | 31.46 | |
| 0.7604 | 123.08 | |
| -0.5613 | -5.66 |
Estimation Period:
Dec 5, 2003 to Feb 6, 2026
Dec 5, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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