Nissei Plastic Industrial Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.55% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1969 | 19.52 | |
| 0.0887 | 18.00 | |
| 0.8775 | 216.03 | |
| 0.0251 | 3.20 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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