Nitta Gelatin Ind MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.54% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.1796 | 21.46 | |
| 0.6078 | 31.55 | |
| -0.0880 | -6.23 | |
| 0.1302 | 0.90 | |
| 0.0293 | 1.28 | |
| 0.9563 | 27.29 |
Estimation Period:
May 25, 2009 to Feb 6, 2026
May 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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