Nakanishi Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.71% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3673 | 30.52 | |
| 0.0195 | 2.23 | |
| 0.1269 | 6.72 | |
| 0.6259 | 7.94 |
Estimation Period:
May 12, 2021 to Feb 6, 2026
May 12, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nakanishi Inc Analyses
Other GJR-GARCH Analyses on International Equities