Nippon Seisen Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.45% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4569 | 18.88 | |
| 0.1251 | 19.01 | |
| 0.7888 | 154.09 | |
| 0.0845 | 5.37 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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