Nakanishi Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.75% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8398 | 26.84 | |
| 0.1068 | 12.37 | |
| 0.6854 | 72.16 | |
| 0.0647 | 3.64 |
Estimation Period:
Dec 6, 2000 to Feb 10, 2026
Dec 6, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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