Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:31.67% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1747 | 21.10 | |
| 0.0685 | 20.34 | |
| 0.8712 | 249.85 | |
| 0.0634 | 7.26 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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