Nihon ISK Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.74% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.3664 | 22.43 | |
| 0.4247 | 27.22 | |
| -0.1191 | -3.74 | |
| 0.0486 | 2.12 | |
| 0.0480 | 3.31 | |
| 0.9520 | 64.62 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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