Nippon Electric Glass Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:54.73% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1626 | 16.92 | |
| 0.0518 | 20.76 | |
| 0.8977 | 246.35 | |
| 0.0539 | 10.15 |
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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