Nippon Chutetsukan GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.69% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1786 | 17.54 | |
| 0.1032 | 27.55 | |
| 0.8850 | 229.32 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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