Nissan Chemical Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.07% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0311 | 11.82 | |
| 0.8620 | 170.83 | |
| 0.0772 | 21.54 | |
| 1.1127 | 3.25 | |
| 0.7574 | 3.99 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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