Nippon Soda Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.94% (+3.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1208 | 20.82 | |
| 0.0399 | 21.19 | |
| 0.9145 | 406.62 | |
| 0.0573 | 9.70 |
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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