Nihon Falcom Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.13% (-4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4053 | 13.66 | |
| 0.2375 | 13.18 | |
| 0.7944 | 91.64 | |
| -0.1017 | -5.27 |
Estimation Period:
Dec 5, 2003 to Feb 6, 2026
Dec 5, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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