Nippon Kayaku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.52% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1537 | 16.89 | |
| 0.0415 | 17.13 | |
| 0.8645 | 205.29 | |
| 0.1250 | 13.45 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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