Nippon Television Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.85% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2734 | 12.89 | |
| 0.0847 | 9.56 | |
| 0.8292 | 183.12 | |
| 0.0441 | 2.36 |
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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