Trusco Nakayama Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:71.97% (-6.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5417 | 16.99 | |
| 0.1338 | 17.43 | |
| 0.7316 | 70.79 | |
| 0.0244 | 1.74 |
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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