Nipro Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.66% (-4.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2076 | 16.66 | |
| 0.3499 | 18.58 | |
| 0.0422 | 2.46 | |
| 0.0174 | 1.15 | |
| 0.0318 | 2.81 | |
| 0.9638 | 63.88 |
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Aug 8, 1994 to Feb 13, 2026
News Impact Curve
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