Nippon Shikizai Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.43% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2718 | 18.09 | |
| 0.3190 | 32.14 | |
| 0.8908 | 145.44 | |
| 0.0654 | 7.22 |
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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