Nitto Boseki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:46.85% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4582 | 21.85 | |
| 0.0602 | 16.90 | |
| 0.8436 | 186.19 | |
| 0.0960 | 10.57 |
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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