Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:28.64% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1756 | 21.01 | |
| 0.0695 | 20.43 | |
| 0.8696 | 247.06 | |
| 0.0648 | 7.32 |
Estimation Period:
Jan 3, 1990 to Oct 10, 2025
Jan 3, 1990 to Oct 10, 2025
News Impact Curve
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