Nissha Co Ltd EGARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
35.73%
decreased by 1.24%
1 Week
36.79%
decreased by 0.18%
1 Month
37.65%
increased by 0.68%
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 | |
|---|---|---|
| 0.5677 | 12.99 | |
| 0.3861 | 17.92 | |
| 0.6746 | 26.13 | |
| 0.0022 | 0.12 |
Estimation Period:
Jan 18, 2021 to Jun 19, 2026
Jan 18, 2021 to Jun 19, 2026
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