Nissha Co Ltd AGARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
31.86%
decreased by 3.18%
1 Week
37.21%
increased by 2.17%
1 Month
38.78%
increased by 3.74%
Analysis last updated: Friday, June 26, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0189 | 36.76 | |
| 0.3330 | 13.03 | |
| 0.0000 | 0.00 | |
| 0.4325 | 3.88 |
Estimation Period:
Jan 18, 2021 to Jun 19, 2026
Jan 18, 2021 to Jun 19, 2026
Other Nissha Co Ltd Analyses
Other AGARCH Analyses on International Equities