Nippon Kanzai Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.50% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2011 | 28.45 | |
| 0.6797 | 70.18 | |
| 0.0168 | 1.56 | |
| 0.0050 | 6.10 | |
| 0.0226 | 11.22 | |
| 0.9759 | 443.79 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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