Nissan Motor Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.90% (+18.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0997 | 20.08 | |
| 0.6670 | 70.80 | |
| 0.1316 | 15.83 | |
| 0.0218 | 3.96 | |
| 0.0364 | 6.67 | |
| 0.9600 | 158.10 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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