Nankai Tatsumura Constr Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.31% (+15.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2489 | 22.41 | |
| 0.1654 | 19.80 | |
| 0.8299 | 214.83 | |
| 0.0094 | 0.69 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nankai Tatsumura Constr Co Analyses
Other GJR-GARCH Analyses on International Equities