Nichidai Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.00% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1572 | 29.57 | |
| 0.4322 | 41.57 | |
| 0.9234 | 345.70 | |
| 0.0109 | 1.29 |
Estimation Period:
Mar 28, 2000 to Feb 6, 2026
Mar 28, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities