Nissan Securities Group Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.76% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7465 | 19.13 | |
| 0.2179 | 16.02 | |
| 0.7454 | 99.23 | |
| -0.0509 | -2.42 |
Estimation Period:
Oct 4, 1995 to Feb 10, 2026
Oct 4, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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