Nichimo Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.92% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 18.61 | |
| 0.1677 | 26.90 | |
| 0.9841 | 1,022.93 | |
| -0.0424 | -7.60 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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