Nichia Steel Works Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.80% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3747 | 28.69 | |
| 0.1199 | 21.29 | |
| 0.7510 | 139.52 | |
| 0.1018 | 8.78 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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