NSK Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:30.55% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 16.18 | |
| 0.0328 | 15.93 | |
| 0.9145 | 482.07 | |
| 0.0824 | 17.48 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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