Nichia Steel Works Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.49% (-7.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1334 | 25.42 | |
| 0.6518 | 64.41 | |
| 0.1181 | 11.68 | |
| 0.0316 | 3.81 | |
| 0.0169 | 5.13 | |
| 0.9758 | 196.06 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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