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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4976	15.13***
α ARCH Response to squared shocks	0.1328	13.87***
β GARCH Volatility persistence	0.8217	112.88***
γ leverage Additional response to negative shocks	-0.0109	-0.72

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NCD Co Ltd/Shinagawa GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other NCD Co Ltd/Shinagawa Analyses