Nissin Shoji Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.04% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 6.95 | |
| 0.1124 | 13.99 | |
| 0.9168 | 248.94 | |
| -0.0586 | -5.15 |
Estimation Period:
Mar 26, 1996 to Feb 13, 2026
Mar 26, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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