Nittan Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.73% (+5.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1547 | 18.30 | |
| 0.1168 | 25.65 | |
| 0.8635 | 241.13 | |
| 0.0132 | 1.20 |
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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