Nippon Ceramic Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.73% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0959 | 18.29 | |
| 0.0532 | 20.79 | |
| 0.9078 | 424.19 | |
| 0.0443 | 7.78 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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