Nicca Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.23% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 11.03 | |
| 0.0443 | 12.25 | |
| 0.9492 | 404.60 | |
| 0.0037 | 0.66 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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