Nabtesco Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.03% (+10.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2304 | 18.26 | |
| 0.0448 | 16.21 | |
| 0.8885 | 282.34 | |
| 0.0759 | 11.12 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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