NCD Co Ltd/Shinagawa AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.09% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5018 | 14.94 | |
| 0.1331 | 23.09 | |
| 0.8157 | 115.21 | |
| -0.3015 | -2.38 |
Estimation Period:
Dec 6, 2000 to Feb 13, 2026
Dec 6, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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