NSK Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.40% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0867 | 16.22 | |
| 0.0331 | 15.93 | |
| 0.9143 | 480.19 | |
| 0.0821 | 17.37 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities