Nihon Falcom Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.93% (+9.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2418 | 23.29 | |
| 0.6758 | 52.11 | |
| -0.0827 | -6.16 | |
| 0.0089 | 2.29 | |
| 0.0124 | 4.41 | |
| 0.9871 | 318.32 |
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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