Nichimo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.19% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0539 | 11.76 | |
| 0.0469 | 16.94 | |
| 0.9298 | 302.47 | |
| 0.0465 | 7.39 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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