Nippon Chutetsukan EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.24% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0936 | 23.43 | |
| 0.2114 | 29.74 | |
| 0.9641 | 567.80 | |
| 0.0101 | 1.64 |
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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