Nihon Kogyo Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.64% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.3534 | 16.52 | |
| 0.4459 | 26.98 | |
| -0.0975 | -3.72 | |
| 0.1331 | 1.35 | |
| 0.1483 | 3.23 | |
| 0.8486 | 17.51 |
Estimation Period:
Jan 20, 1995 to Feb 6, 2026
Jan 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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