Nakamuraya Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.29% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 18.05 | |
| 0.0816 | 23.51 | |
| 0.9116 | 474.04 | |
| 0.0137 | 1.99 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nakamuraya Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities