Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.59% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1755 | 21.21 | |
| 0.0694 | 20.49 | |
| 0.8707 | 249.28 | |
| 0.0625 | 7.15 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
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