Nitto Denko Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.23% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0984 | 14.36 | |
| 0.0280 | 12.27 | |
| 0.9212 | 327.26 | |
| 0.0702 | 11.56 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nitto Denko Corp Analyses
Other GJR-GARCH Analyses on International Equities