Nippon Sharyo Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.95% (+2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1764 | 13.92 | |
| 0.0712 | 15.49 | |
| 0.8795 | 262.76 | |
| 0.0498 | 5.53 |
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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