Nitto Seimo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.47% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0633 | 21.34 | |
| 0.0851 | 17.42 | |
| 0.9097 | 384.98 | |
| 0.0105 | 1.32 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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