Nichia Steel Works Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:49.54% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1489 | 27.49 | |
| 0.2874 | 44.27 | |
| 0.9038 | 247.49 | |
| -0.0611 | -10.91 |
Estimation Period:
Jan 5, 1990 to Jan 30, 2026
Jan 5, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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