NEC Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:68.18% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0641 | 14.44 | |
| 0.1708 | 28.91 | |
| 0.9648 | 440.13 | |
| -0.0472 | -11.08 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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