Yulon Nissan Motor Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.83% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1331 | 16.41 | |
| 0.1243 | 19.00 | |
| 0.8491 | 187.86 | |
| -0.0087 | -0.87 |
Estimation Period:
Jan 18, 2005 to Feb 11, 2026
Jan 18, 2005 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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