Nankai Chemical Company Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.87% (-11.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.5492 | 20.41 | |
| 0.4879 | 29.59 | |
| -0.1280 | -2.90 | |
| 10.0000 | 4.29 | |
| 0.0000 | 0.00 | |
| 0.8155 | 10.32 |
Estimation Period:
Apr 19, 2023 to Feb 13, 2026
Apr 19, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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