Nichiha Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.08% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2618 | 18.89 | |
| 0.0826 | 18.53 | |
| 0.8512 | 187.33 | |
| 0.0472 | 6.05 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
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