Nagase & Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.35% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2158 | 18.64 | |
| 0.7818 | 56.95 | |
| -0.2158 | -18.58 | |
| 2.3184 | 4.09 | |
| 1.0000 | 11.94 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
News Impact Curve
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