Niitaka Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.51% (-2.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1902 | 21.76 | |
| 0.2825 | 18.15 | |
| 0.7007 | 99.53 | |
| 0.0129 | 0.60 |
Estimation Period:
Apr 25, 2003 to Feb 13, 2026
Apr 25, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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