Nepon Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.66% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5712 | 22.29 | |
| 0.2248 | 12.82 | |
| 0.6890 | 81.79 | |
| -0.0497 | -1.95 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
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