Nihon Dengi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.08% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1238 | 16.32 | |
| 0.1315 | 14.08 | |
| 0.8456 | 137.55 | |
| -0.0263 | -2.04 |
Estimation Period:
Mar 14, 2003 to Feb 13, 2026
Mar 14, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nihon Dengi Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities