Nippon Pigment Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.37% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0588 | 19.04 | |
| 0.0777 | 19.22 | |
| 0.9140 | 396.86 | |
| 0.0167 | 2.40 |
Estimation Period:
Jan 10, 1990 to Feb 13, 2026
Jan 10, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nippon Pigment Holdings Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities