Nippon Hume Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.39% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 15.34 | |
| 0.0667 | 17.31 | |
| 0.9242 | 417.45 | |
| 0.0154 | 2.61 |
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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