Nitto Fuji Flour Milling Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.29% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 9.13 | |
| 0.0664 | 19.29 | |
| 0.9131 | 303.26 | |
| 0.0254 | 2.70 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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