Nippo Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.54% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1840 | 28.14 | |
| 0.6330 | 61.12 | |
| -0.0281 | -2.69 | |
| 0.0045 | 1.09 | |
| 0.0111 | 4.96 | |
| 0.9883 | 343.86 |
Estimation Period:
Aug 10, 1994 to Feb 10, 2026
Aug 10, 1994 to Feb 10, 2026
News Impact Curve
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