Naikai Zosen Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:65.60% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1141 | 15.00 | |
| 0.1158 | 18.12 | |
| 0.8956 | 264.58 | |
| -0.0228 | -2.46 |
Estimation Period:
Jan 25, 1999 to Feb 13, 2026
Jan 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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