Nisshin Seifun Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.91% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0668 | 17.74 | |
| 0.0590 | 23.88 | |
| 0.8946 | 282.91 | |
| 0.0643 | 10.06 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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