Nippon Concrete Industries EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.62% (-2.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1235 | 25.78 | |
| 0.2028 | 30.03 | |
| 0.9485 | 454.71 | |
| -0.0101 | -1.82 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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