Nippon Densetsu Kogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.81% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1488 | 20.90 | |
| 0.0663 | 16.36 | |
| 0.8782 | 229.66 | |
| 0.0427 | 6.00 |
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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