Nikko Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.69% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1006 | 15.90 | |
| 0.1144 | 18.06 | |
| 0.8716 | 299.92 | |
| 0.0087 | 1.06 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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