Nitta Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.05% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0683 | 15.90 | |
| 0.6525 | 50.67 | |
| 0.1552 | 17.99 | |
| 0.0211 | 2.78 | |
| 0.0303 | 4.70 | |
| 0.9652 | 132.29 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
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