Nishimatsu Construction Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.19% (+4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2120 | 10.65 | |
| 0.0886 | 9.79 | |
| 0.8419 | 178.26 | |
| 0.0597 | 2.66 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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