Nippon Carbon Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.83% (+2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0985 | 9.21 | |
| 0.0680 | 16.41 | |
| 0.9082 | 387.78 | |
| 0.0476 | 5.93 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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