Nippon System Development Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.57% (+13.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2702 | 12.95 | |
| 0.1005 | 20.73 | |
| 0.8352 | 248.12 | |
| 0.0589 | 6.71 |
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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