Nisshin Seifun Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.45% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0671 | 17.76 | |
| 0.0593 | 23.92 | |
| 0.8945 | 282.52 | |
| 0.0639 | 9.99 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Nisshin Seifun Group Inc Analyses
Other GJR-GARCH Analyses on International Equities