Nitto Kohki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.68% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 9.32 | |
| 0.0346 | 15.62 | |
| 0.9377 | 452.79 | |
| 0.0442 | 6.41 |
Estimation Period:
Nov 3, 1995 to Feb 13, 2026
Nov 3, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nitto Kohki Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities