Nippon System Development Co GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.05% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2877 | 12.27 | |
| 0.1355 | 36.55 | |
| 0.8266 | 229.56 |
Estimation Period:
Oct 28, 1993 to Feb 6, 2026
Oct 28, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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