Nitchitsu Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.81% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1012 | 21.71 | |
| 0.2679 | 41.25 | |
| 0.9631 | 434.60 | |
| -0.0034 | -0.52 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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