Nitto Denko Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:29.39% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0983 | 14.35 | |
| 0.0280 | 12.25 | |
| 0.9213 | 327.17 | |
| 0.0701 | 11.56 |
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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