Nippon Shikizai Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.50% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2940 | 22.97 | |
| 0.5651 | 43.42 | |
| -0.0963 | -5.60 | |
| 0.0579 | 1.67 | |
| 0.0224 | 4.23 | |
| 0.9708 | 123.83 |
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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