Nippon Care Supply Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.01% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 15.45 | |
| 0.2228 | 23.95 | |
| 0.8201 | 168.67 | |
| -0.0857 | -6.21 |
Estimation Period:
Mar 5, 2004 to Feb 13, 2026
Mar 5, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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