Nihon Parkerizing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.44% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1712 | 23.17 | |
| 0.0546 | 17.90 | |
| 0.8740 | 258.64 | |
| 0.0822 | 9.62 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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