Nitto Denko Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.48% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0386 | 12.88 | |
| 0.7898 | 99.98 | |
| 0.1066 | 18.86 | |
| 0.0741 | 2.25 | |
| 0.0642 | 2.62 | |
| 0.9215 | 30.72 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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