Nippon Felt Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.55% (-2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 17.20 | |
| 0.1039 | 21.98 | |
| 0.8909 | 377.97 | |
| 0.0105 | 1.23 |
Estimation Period:
Jan 17, 1990 to Jan 30, 2026
Jan 17, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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