Nippon Fine Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.76% (-1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1809 | 23.49 | |
| 0.1027 | 20.19 | |
| 0.8446 | 209.28 | |
| 0.0475 | 4.65 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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