Nippon Denko Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.31% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3290 | 14.96 | |
| 0.0683 | 18.88 | |
| 0.8661 | 244.87 | |
| 0.0666 | 7.95 |
Estimation Period:
Jan 5, 1990 to Jan 30, 2026
Jan 5, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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