New Japan Chemical Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.45% (+10.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3036 | 14.08 | |
| 0.1392 | 25.85 | |
| 0.8361 | 128.44 |
Estimation Period:
Jan 25, 1999 to Feb 13, 2026
Jan 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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