Nippon Ceramic Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.97% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0646 | 18.73 | |
| 0.7461 | 104.57 | |
| 0.0951 | 16.91 | |
| 0.0079 | 2.79 | |
| 0.0113 | 5.36 | |
| 0.9868 | 397.90 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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