Nippon Filcon Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.11% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1887 | 18.15 | |
| 0.1638 | 19.40 | |
| 0.8088 | 176.22 | |
| 0.0432 | 2.64 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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