Noritsu Koki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.93% (+4.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1994 | 23.77 | |
| 0.1180 | 18.25 | |
| 0.6561 | 70.22 | |
| 0.1404 | 7.39 |
Estimation Period:
Mar 1, 1996 to Feb 13, 2026
Mar 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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