NEC Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:99.09% (+11.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2053 | 16.87 | |
| 0.0584 | 20.46 | |
| 0.8655 | 206.66 | |
| 0.0842 | 10.73 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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