Nidec Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.64% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1165 | 19.06 | |
| 0.0417 | 9.06 | |
| 0.9085 | 285.15 | |
| 0.0738 | 7.50 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities