Nissan Chemical Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.23% (+3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 15.58 | |
| 0.1715 | 28.50 | |
| 0.9716 | 609.54 | |
| -0.0541 | -11.89 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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