Nippon Coke & Engineering Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:49.14% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0945 | 13.63 | |
| 0.0557 | 18.31 | |
| 0.9229 | 373.18 | |
| 0.0333 | 5.14 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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