Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:38.16% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1752 | 21.05 | |
| 0.0685 | 20.31 | |
| 0.8707 | 248.92 | |
| 0.0646 | 7.36 |
Estimation Period:
Jan 3, 1990 to Dec 19, 2025
Jan 3, 1990 to Dec 19, 2025
News Impact Curve
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