Nippon Building Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.31% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 21.80 | |
| 0.0928 | 21.61 | |
| 0.8810 | 335.37 | |
| 0.0351 | 4.37 |
Estimation Period:
Jun 27, 2002 to Feb 13, 2026
Jun 27, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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