Nissha Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
33.62%
decreased by 1.76%
1 Week
36.18%
increased by 0.80%
1 Month
37.72%
increased by 2.34%
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 | |
|---|---|---|
| 121 | ||
| 0.2313 | 10.45 | |
| 0.3529 | 13.35 | |
| 0.0317 | 1.15 | |
| 5.8028 | 0.03 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 18, 2021 to Jun 19, 2026
Jan 18, 2021 to Jun 19, 2026
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