Nichirin Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.50% (+4.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0175 | 10.09 | |
| 0.0338 | 17.14 | |
| 0.9601 | 542.10 | |
| 0.0123 | 2.94 |
Estimation Period:
Sep 3, 1997 to Feb 13, 2026
Sep 3, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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