Nissha Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.19% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1636 | 17.35 | |
| 0.0405 | 16.47 | |
| 0.9189 | 282.14 | |
| 0.0356 | 6.85 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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