Nippon Kanzai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.06% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 21.98 | |
| 0.1348 | 15.98 | |
| 0.8540 | 308.07 | |
| 0.0224 | 1.68 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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