Nissin Foods Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.75% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 7.63 | |
| 0.0489 | 12.31 | |
| 0.9298 | 217.79 | |
| 0.0335 | 3.69 |
Estimation Period:
Dec 11, 2017 to Feb 6, 2026
Dec 11, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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