Nippon Building Fund Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.43% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 22.58 | |
| 0.1285 | 46.92 | |
| 0.8597 | 317.60 | |
| 0.1147 | 5.90 |
Estimation Period:
Jun 27, 2002 to Feb 6, 2026
Jun 27, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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