Nippon Chemical Industrial AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.69% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2209 | 10.66 | |
| 0.0986 | 38.61 | |
| 0.8694 | 263.37 | |
| 0.8623 | 10.48 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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