Nippon Sharyo Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.69% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1926 | 14.88 | |
| 0.1036 | 34.72 | |
| 0.8679 | 269.04 | |
| 0.2685 | 3.11 |
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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