Nippon Ceramic Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.19% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 18.18 | |
| 0.1492 | 37.10 | |
| 0.9781 | 776.29 | |
| -0.0289 | -7.03 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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