Nippon Kodoshi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:67.53% (+22.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3341 | 19.30 | |
| 0.1059 | 18.16 | |
| 0.8577 | 194.59 | |
| 0.0036 | 0.35 |
Estimation Period:
Mar 1, 1996 to Feb 13, 2026
Mar 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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