Nachi-Fujikoshi Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.97% (+11.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0458 | 13.16 | |
| 0.7129 | 71.94 | |
| 0.1514 | 25.56 | |
| 0.0500 | 2.30 | |
| 0.0541 | 3.28 | |
| 0.9401 | 50.91 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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