Nissui Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:26.14% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1742 | 20.99 | |
| 0.0693 | 20.43 | |
| 0.8702 | 248.21 | |
| 0.0644 | 7.30 |
Estimation Period:
Jan 3, 1990 to Oct 31, 2025
Jan 3, 1990 to Oct 31, 2025
News Impact Curve
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