Nihon ISK Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.54% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1184 | 14.40 | |
| 0.0963 | 14.88 | |
| 0.9041 | 243.62 | |
| -0.0009 | -0.07 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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