Nissei Asb Machine Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.48% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1070 | 26.87 | |
| 0.6204 | 50.93 | |
| 0.0861 | 8.37 | |
| 0.0078 | 1.26 | |
| 0.0099 | 3.59 | |
| 0.9892 | 300.12 |
Estimation Period:
Aug 8, 1994 to Feb 6, 2026
Aug 8, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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