Nissou Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.67% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1941 | 6.49 | |
| 0.2368 | 9.21 | |
| 0.7305 | 62.61 | |
| 0.0654 | 1.51 |
Estimation Period:
Feb 26, 2018 to Feb 13, 2026
Feb 26, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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