Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.93% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1754 | 21.21 | |
| 0.0693 | 20.50 | |
| 0.8708 | 249.37 | |
| 0.0626 | 7.16 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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