Nagawa Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.09% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1235 | 22.17 | |
| 0.0804 | 16.96 | |
| 0.8905 | 282.78 | |
| 0.0300 | 3.46 |
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Aug 8, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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