Nippon Shinyaku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.26% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2153 | 16.63 | |
| 0.0477 | 13.65 | |
| 0.8778 | 201.88 | |
| 0.0643 | 7.64 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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