Nippon Avionics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:91.38% (+11.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3444 | 27.07 | |
| 0.2144 | 20.83 | |
| 0.7180 | 107.13 | |
| -0.0184 | -1.07 |
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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