Nepon Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.50% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3332 | 25.60 | |
| 0.4617 | 29.27 | |
| -0.0959 | -5.39 | |
| 0.0162 | 1.15 | |
| 0.0058 | 2.16 | |
| 0.9931 | 260.24 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
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