Nissan Chemical Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.15% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1338 | 14.04 | |
| 0.0479 | 15.54 | |
| 0.8935 | 266.40 | |
| 0.0683 | 9.30 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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