Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:28.54% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1745 | 20.98 | |
| 0.0685 | 20.33 | |
| 0.8706 | 248.67 | |
| 0.0650 | 7.38 |
Estimation Period:
Jan 3, 1990 to Nov 28, 2025
Jan 3, 1990 to Nov 28, 2025
News Impact Curve
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