Nippon Chemical Industrial EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.77% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0932 | 16.95 | |
| 0.1860 | 33.40 | |
| 0.9603 | 418.07 | |
| -0.0472 | -11.01 |
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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