Nihon Kagaku Sangyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.71% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0801 | 16.28 | |
| 0.0691 | 14.62 | |
| 0.9124 | 260.39 | |
| 0.0036 | 0.57 |
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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