Nachi-Fujikoshi Corp GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.53% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1130 | 19.64 | |
| 0.0683 | 24.02 | |
| 0.9192 | 271.24 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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