Nippon Signal Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.63% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1040 | 17.55 | |
| 0.0569 | 18.06 | |
| 0.8921 | 307.71 | |
| 0.0713 | 11.11 |
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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