Nippon Soda Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.62% (+5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0515 | 15.62 | |
| 0.7065 | 74.17 | |
| 0.1130 | 18.94 | |
| 0.1803 | 1.32 | |
| 0.1975 | 2.02 | |
| 0.7744 | 6.55 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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