Nippon Concrete Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.13% (+22.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4335 | 23.88 | |
| 0.0860 | 17.36 | |
| 0.8486 | 222.08 | |
| 0.0376 | 4.01 |
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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