Neojapan Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.53% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 6.06 | |
| 0.0910 | 16.22 | |
| 0.9863 | 496.15 | |
| 0.0326 | 5.68 |
Estimation Period:
Nov 30, 2015 to Feb 13, 2026
Nov 30, 2015 to Feb 13, 2026
News Impact Curve
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