Nihon Falcom Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.29% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4274 | 17.59 | |
| 0.1933 | 21.90 | |
| 0.7872 | 87.08 |
Estimation Period:
Dec 5, 2003 to Feb 10, 2026
Dec 5, 2003 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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