Nissan Motor Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.88% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0625 | 21.27 | |
| 0.0468 | 20.12 | |
| 0.9101 | 480.24 | |
| 0.0718 | 11.83 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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