Nihon Dempa Kogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:65.19% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2427 | 22.20 | |
| 0.0892 | 26.02 | |
| 0.8807 | 286.87 | |
| 0.0119 | 1.84 |
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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