Nippon Carbon Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.77% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0661 | 19.21 | |
| 0.9137 | 320.14 | |
| 0.0395 | 5.98 | |
| 10.0000 | 3.65 | |
| 0.0000 | 0.00 | |
| 0.9514 | 46.06 |
Estimation Period:
Jan 5, 1990 to Jan 30, 2026
Jan 5, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Nippon Carbon Co Ltd Analyses
Other MF2-GARCH Analyses on International Equities