Nippon Concrete Industries MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.76% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1282 | 26.91 | |
| 0.6984 | 69.19 | |
| 0.0225 | 2.41 | |
| 0.0104 | 1.45 | |
| 0.0079 | 4.23 | |
| 0.9908 | 379.32 |
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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