Nissan Tokyo Sales Hldgs Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.92% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1471 | 12.33 | |
| 0.0781 | 18.04 | |
| 0.8979 | 332.57 | |
| 0.0353 | 3.82 |
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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