Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:40.23% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1744 | 21.20 | |
| 0.0690 | 20.51 | |
| 0.8715 | 250.86 | |
| 0.0621 | 7.15 |
Estimation Period:
Jan 3, 1990 to Mar 13, 2026
Jan 3, 1990 to Mar 13, 2026
News Impact Curve
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