Nippon Air Cond Services Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.95% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 14.04 | |
| 0.1189 | 19.82 | |
| 0.8728 | 194.47 | |
| 0.0167 | 1.51 |
Estimation Period:
Dec 19, 1996 to Feb 13, 2026
Dec 19, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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