Nippon Ski Resort Dev Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.75% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3580 | 17.16 | |
| 0.2692 | 12.78 | |
| 0.7270 | 80.50 | |
| -0.0802 | -2.32 |
Estimation Period:
Apr 22, 2015 to Feb 13, 2026
Apr 22, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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