Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:32.65% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1751 | 21.01 | |
| 0.0690 | 20.36 | |
| 0.8703 | 248.09 | |
| 0.0646 | 7.33 |
Estimation Period:
Jan 3, 1990 to Nov 7, 2025
Jan 3, 1990 to Nov 7, 2025
News Impact Curve
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