Nissan Shatai Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.09% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 121 | ||
| 0.0653 | 12.76 | |
| 0.8023 | 96.65 | |
| 0.0540 | 8.86 | |
| 0.0387 | 2.30 | |
| 0.0312 | 4.52 | |
| 0.9622 | 100.50 |
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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