Nikon Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:42.26% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1031 | 13.34 | |
| 0.0334 | 18.49 | |
| 0.9407 | 430.71 | |
| 0.0207 | 5.60 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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