Nomura Micro Science Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.79% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1126 | 14.22 | |
| 0.1217 | 13.92 | |
| 0.7638 | 82.41 | |
| 0.0531 | 2.55 |
Estimation Period:
Oct 8, 2007 to Feb 13, 2026
Oct 8, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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