Nisso Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.00% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1073 | 9.69 | |
| 0.0478 | 11.90 | |
| 0.8876 | 186.86 | |
| 0.1270 | 12.02 |
Estimation Period:
Mar 16, 2018 to Feb 13, 2026
Mar 16, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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