Nippon Chemiphar Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.43% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 12.50 | |
| 0.0572 | 19.65 | |
| 0.9231 | 451.41 | |
| 0.0335 | 5.80 |
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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