Soda Nikka Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.15% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 16.84 | |
| 0.0634 | 18.19 | |
| 0.9313 | 442.20 | |
| 0.0066 | 1.20 |
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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