Nissen Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.70% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4153 | 12.02 | |
| 0.3358 | 10.35 | |
| 0.6623 | 28.21 | |
| -0.1710 | -4.41 |
Estimation Period:
Feb 16, 2017 to Feb 13, 2026
Feb 16, 2017 to Feb 13, 2026
News Impact Curve
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