Nittoku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.56% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2191 | 15.50 | |
| 0.0415 | 16.85 | |
| 0.9173 | 317.18 | |
| 0.0408 | 6.51 |
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Aug 8, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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