Nissan Chemical Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:48.39% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1332 | 13.95 | |
| 0.0471 | 15.60 | |
| 0.8941 | 268.67 | |
| 0.0687 | 9.42 |
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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