Nichidai Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.26% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.2591 | 24.95 | |
| 0.6330 | 70.38 | |
| 0.0357 | 2.44 | |
| 1.0964 | 5.54 | |
| 0.8619 | 8.17 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 28, 2000 to Feb 10, 2026
Mar 28, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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