Nishi-Nippon Financial Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.52% (+4.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9320 | 15.75 | |
| 0.1242 | 9.50 | |
| 0.6183 | 34.38 | |
| 0.0655 | 1.97 |
Estimation Period:
Oct 3, 2016 to Feb 10, 2026
Oct 3, 2016 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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