Nipro Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.78% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 13.07 | |
| 0.0421 | 17.17 | |
| 0.9427 | 358.16 | |
| 0.0090 | 1.65 |
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Aug 8, 1994 to Feb 13, 2026
News Impact Curve
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