Nittetsu Mining Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:77.25% (-9.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6702 | 8.97 | |
| 0.2174 | 10.25 | |
| 0.7490 | 37.34 | |
| -0.1347 | -4.79 |
Estimation Period:
May 13, 2021 to Jan 30, 2026
May 13, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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