Nitchitsu Co Ltd MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.45% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0951 | 11.22 | |
| 0.1376 | 33.14 | |
| 0.8622 | 197.26 |
Estimation Period:
Oct 19, 1992 to Feb 13, 2026
Oct 19, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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