Nippon Shokubai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.26% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1682 | 23.28 | |
| 0.0380 | 16.24 | |
| 0.8718 | 260.78 | |
| 0.1072 | 15.47 |
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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