NSK Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.97% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 16.22 | |
| 0.0331 | 15.81 | |
| 0.9143 | 478.94 | |
| 0.0821 | 17.33 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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