Nippon Sharyo Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.77% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 11.95 | |
| 0.1669 | 32.26 | |
| 0.9681 | 448.17 | |
| -0.0322 | -4.55 |
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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