Nanocms Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:60.52% (+3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4018 | 6.54 | |
| 0.1946 | 6.76 | |
| 0.7622 | 54.84 | |
| -0.0044 | -0.09 |
Estimation Period:
Mar 9, 2021 to Feb 13, 2026
Mar 9, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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