Nippon Yakin Kogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.32% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5094 | 16.93 | |
| 0.0934 | 19.94 | |
| 0.8380 | 173.26 | |
| 0.0772 | 7.30 |
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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