Nagano Keiki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.49% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 10.46 | |
| 0.0448 | 14.58 | |
| 0.9398 | 366.53 | |
| 0.0105 | 2.06 |
Estimation Period:
Dec 14, 1998 to Feb 13, 2026
Dec 14, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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