Nippon Dry-Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.71% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0182 | 4.48 | |
| 0.0718 | 6.34 | |
| 0.9435 | 369.71 | |
| -0.0306 | -1.80 |
Estimation Period:
Jun 29, 2011 to Feb 13, 2026
Jun 29, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nippon Dry-Chemical Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities