Nippon Building Fund Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.17% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 21.99 | |
| 0.2225 | 42.53 | |
| 0.9777 | 903.56 | |
| -0.0258 | -4.64 |
Estimation Period:
Jun 27, 2002 to Feb 10, 2026
Jun 27, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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