Nihon M&A Center Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.20% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1413 | 10.81 | |
| 0.1063 | 7.60 | |
| 0.7860 | 53.88 | |
| -0.0047 | -0.23 |
Estimation Period:
Oct 10, 2006 to Feb 13, 2026
Oct 10, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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