Nippon Aqua Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.03% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1106 | 7.32 | |
| 0.0542 | 13.56 | |
| 0.9167 | 152.89 | |
| 0.0352 | 4.31 |
Estimation Period:
Dec 13, 2013 to Feb 13, 2026
Dec 13, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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