Nichireki Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.38% (+8.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1371 | 21.32 | |
| 0.0665 | 18.54 | |
| 0.8841 | 282.92 | |
| 0.0415 | 5.68 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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