Nippon Electric Glass Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.05% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1578 | 16.58 | |
| 0.0498 | 20.55 | |
| 0.8989 | 247.98 | |
| 0.0566 | 10.51 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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