Nitchitsu Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.60% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1032 | 15.18 | |
| 0.1282 | 22.96 | |
| 0.8629 | 289.95 | |
| 0.0179 | 1.67 |
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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