Nippon Shikizai Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.12% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6762 | 15.66 | |
| 0.2259 | 27.59 | |
| 0.7210 | 95.73 | |
| -0.5688 | -5.05 |
Estimation Period:
Aug 29, 1996 to Feb 13, 2026
Aug 29, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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