Nissei Asb Machine Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.71% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2510 | 16.28 | |
| 0.0569 | 17.14 | |
| 0.9013 | 248.85 | |
| 0.0478 | 6.49 |
Estimation Period:
Aug 8, 1994 to Feb 10, 2026
Aug 8, 1994 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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