Nissha Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
34.37%
decreased by 2.62%
1 Week
37.71%
increased by 0.72%
1 Month
38.69%
increased by 1.70%
Analysis last updated: Friday, June 26, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1264 | 30.55 | |
| 0.3154 | 5.45 | |
| 0.0000 | 0.00 | |
| 0.0019 | 0.02 |
Estimation Period:
Jan 18, 2021 to Jun 19, 2026
Jan 18, 2021 to Jun 19, 2026
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