Nihon House Holdings Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.33% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6091 | 14.34 | |
| 0.1702 | 18.37 | |
| 0.7716 | 86.87 | |
| -0.0387 | -2.78 |
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Aug 8, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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