Nippon Chuzo Kk GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.25% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1569 | 15.54 | |
| 0.0669 | 17.98 | |
| 0.9126 | 343.35 | |
| 0.0320 | 3.43 |
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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