Nisso Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.41% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1521 | 13.67 | |
| 0.1729 | 15.89 | |
| 0.8741 | 170.29 | |
| -0.0940 | -6.94 |
Estimation Period:
Aug 9, 2007 to Feb 6, 2026
Aug 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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