Nifco Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.04% (+4.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1108 | 23.59 | |
| 0.0442 | 21.21 | |
| 0.8910 | 364.26 | |
| 0.0859 | 14.59 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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