NEC Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:77.20% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2053 | 16.89 | |
| 0.0583 | 20.45 | |
| 0.8658 | 207.07 | |
| 0.0835 | 10.73 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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