Nittoku Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.06% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0962 | 20.64 | |
| 0.6236 | 37.97 | |
| 0.0811 | 7.83 | |
| 0.0186 | 1.36 | |
| 0.0108 | 3.04 | |
| 0.9871 | 233.90 |
Estimation Period:
Aug 8, 1994 to Feb 10, 2026
Aug 8, 1994 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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