New Japan Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:41.71% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2946 | 13.11 | |
| 0.1239 | 17.11 | |
| 0.8396 | 128.85 | |
| 0.0263 | 2.15 |
Estimation Period:
Jan 25, 1999 to Feb 13, 2026
Jan 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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