Nitta Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.23% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1090 | 17.18 | |
| 0.0522 | 19.50 | |
| 0.8873 | 284.31 | |
| 0.0875 | 11.47 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
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