NEC Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.96% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1970 | 17.78 | |
| 0.0961 | 27.17 | |
| 0.8695 | 201.36 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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