Nippon Soda Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.19% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1198 | 20.87 | |
| 0.0396 | 21.13 | |
| 0.9149 | 407.73 | |
| 0.0573 | 9.76 |
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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