Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.15% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1752 | 21.18 | |
| 0.0690 | 20.49 | |
| 0.8710 | 249.56 | |
| 0.0628 | 7.19 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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