NEC Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:85.72% (+10.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 14.42 | |
| 0.1712 | 28.90 | |
| 0.9648 | 439.93 | |
| -0.0474 | -11.10 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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