Nikon Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.27% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0998 | 13.23 | |
| 0.0325 | 18.31 | |
| 0.9421 | 440.24 | |
| 0.0204 | 5.62 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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