Nippon Shikizai Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.89% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7563 | 21.43 | |
| 0.3075 | 16.23 | |
| 0.7132 | 93.88 | |
| -0.1404 | -4.97 |
Estimation Period:
Aug 29, 1996 to Feb 13, 2026
Aug 29, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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