Nichiryoku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.55% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2189 | 13.27 | |
| 0.1497 | 16.38 | |
| 0.8298 | 151.16 | |
| 0.0025 | 0.16 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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