Nichidai Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.09% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2214 | 27.93 | |
| 0.2600 | 23.59 | |
| 0.7416 | 128.13 | |
| -0.0033 | -0.17 |
Estimation Period:
Mar 28, 2000 to Feb 13, 2026
Mar 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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