Nisshin Group Holdings Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.08% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1020 | 18.10 | |
| 0.0820 | 20.62 | |
| 0.8834 | 261.51 | |
| 0.0470 | 5.35 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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