Nippon Chutetsukan AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.25% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2084 | 20.22 | |
| 0.1124 | 29.27 | |
| 0.8731 | 222.28 | |
| -0.1066 | -1.14 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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