Nihon Kogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.69% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2245 | 13.10 | |
| 0.0958 | 13.67 | |
| 0.8938 | 192.83 | |
| 0.0023 | 0.26 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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