Nitchitsu Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.95% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1567 | 23.32 | |
| 0.7149 | 74.53 | |
| 0.0341 | 4.00 | |
| 0.0023 | 3.11 | |
| 0.0080 | 8.50 | |
| 0.9916 | 960.87 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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