Nippon Express Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.64% (+6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2159 | 15.87 | |
| 0.0528 | 12.09 | |
| 0.8582 | 222.40 | |
| 0.0702 | 6.78 |
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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