Nakayama Steel Works Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.12% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2184 | 13.95 | |
| 0.0691 | 15.83 | |
| 0.8833 | 227.55 | |
| 0.0496 | 5.72 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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