Nippon Sheet Glass Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.14% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1030 | 24.73 | |
| 0.7791 | 97.86 | |
| 0.0269 | 5.52 | |
| 0.0407 | 3.60 | |
| 0.0287 | 3.81 | |
| 0.9665 | 106.16 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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