Nakayamafuku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.79% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 20.93 | |
| 0.1210 | 17.47 | |
| 0.8394 | 220.03 | |
| 0.0412 | 3.33 |
Estimation Period:
Jan 25, 1999 to Feb 13, 2026
Jan 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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