Nippon Info DEV Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.85% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1282 | 12.05 | |
| 0.1027 | 12.88 | |
| 0.8842 | 148.84 | |
| -0.0006 | -0.06 |
Estimation Period:
Jan 31, 2003 to Feb 13, 2026
Jan 31, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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