Nitchitsu Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.67% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1021 | 15.44 | |
| 0.1364 | 37.36 | |
| 0.8636 | 292.05 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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