Tsubaki-Nakashima Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:69.45% (+16.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8685 | 16.21 | |
| 0.1004 | 6.75 | |
| 0.7001 | 45.52 | |
| 0.1230 | 5.57 |
Estimation Period:
Dec 16, 2015 to Feb 13, 2026
Dec 16, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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