Nikkato Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.34% (-4.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2846 | 19.54 | |
| 0.4749 | 29.52 | |
| 0.0153 | 0.82 | |
| 0.0054 | 2.25 | |
| 0.0209 | 6.58 | |
| 0.9788 | 295.36 |
Estimation Period:
Jan 20, 1995 to Feb 6, 2026
Jan 20, 1995 to Feb 6, 2026
News Impact Curve
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