Nitta Gelatin Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.85% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3239 | 11.76 | |
| 0.2146 | 12.42 | |
| 0.7255 | 68.04 | |
| 0.0327 | 0.87 |
Estimation Period:
Dec 20, 2011 to Feb 13, 2026
Dec 20, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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