Nippon Gear Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.60% (+0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1587 | 11.76 | |
| 0.0993 | 14.76 | |
| 0.8943 | 182.50 | |
| 0.0083 | 1.00 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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