Nippon Chemical Industrial GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.60% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2420 | 14.18 | |
| 0.0584 | 20.52 | |
| 0.8842 | 260.75 | |
| 0.0657 | 6.47 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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