Nachi-Fujikoshi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.73% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1292 | 17.21 | |
| 0.0316 | 9.74 | |
| 0.9162 | 297.35 | |
| 0.0754 | 13.29 |
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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