Nichiban Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.77% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0820 | 20.30 | |
| 0.7951 | 86.63 | |
| 0.0453 | 7.15 | |
| 0.0033 | 2.47 | |
| 0.0172 | 5.17 | |
| 0.9822 | 287.71 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nichiban Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities