Nippon Kinzoku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.83% (+3.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3237 | 17.98 | |
| 0.0916 | 17.00 | |
| 0.8526 | 171.69 | |
| 0.0669 | 5.78 |
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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