Nohmi Bosai Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.25% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2792 | 23.55 | |
| 0.0936 | 18.03 | |
| 0.8094 | 163.64 | |
| 0.0888 | 7.87 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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