Niitaka Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.83% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1946 | 23.01 | |
| 0.2992 | 29.35 | |
| 0.6905 | 97.08 | |
| 0.1548 | 4.63 |
Estimation Period:
Apr 25, 2003 to Feb 13, 2026
Apr 25, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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