Nippon Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.39% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1241 | 21.19 | |
| 0.0553 | 21.01 | |
| 0.9046 | 389.90 | |
| 0.0432 | 8.12 |
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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