Shinwa Co Ltd Nagoya GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.41% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2491 | 19.36 | |
| 0.1020 | 17.22 | |
| 0.8311 | 144.99 | |
| 0.0338 | 3.01 |
Estimation Period:
Aug 20, 1999 to Feb 13, 2026
Aug 20, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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