Nippon Chuzo Kk MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.18% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2265 | 21.04 | |
| 0.5780 | 45.10 | |
| -0.0185 | -1.03 | |
| 0.0223 | 1.52 | |
| 0.0152 | 4.89 | |
| 0.9832 | 266.97 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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