Nihon Yamamura Glass Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.41% (+9.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1625 | 17.06 | |
| 0.1249 | 14.02 | |
| 0.8427 | 149.65 | |
| 0.0244 | 2.38 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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