Nippon Kodoshi Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:50.05% (-4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1536 | 21.24 | |
| 0.6540 | 41.34 | |
| 0.0311 | 2.76 | |
| 0.0537 | 1.72 | |
| 0.0311 | 2.47 | |
| 0.9629 | 60.09 |
Estimation Period:
Mar 1, 1996 to Feb 20, 2026
Mar 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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