Nippon Building Fund Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.72% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 20.55 | |
| 0.1126 | 40.93 | |
| 0.8798 | 331.51 |
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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