Nikko Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.18% (+5.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 21.43 | |
| 0.1678 | 22.77 | |
| 0.9799 | 1,136.73 | |
| -0.0049 | -0.95 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
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