Nagase Brothers Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.24% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 10.65 | |
| 0.0386 | 11.65 | |
| 0.9515 | 381.83 | |
| 0.0089 | 1.94 |
Estimation Period:
Nov 26, 1992 to Feb 13, 2026
Nov 26, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nagase Brothers Inc Analyses
Other GJR-GARCH Analyses on International Equities