Nissan Shatai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.89% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1611 | 14.45 | |
| 0.0465 | 13.36 | |
| 0.9052 | 251.37 | |
| 0.0491 | 7.76 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nissan Shatai Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities