Nihon Denkei Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.74% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0454 | 12.95 | |
| 0.0687 | 16.89 | |
| 0.9345 | 497.09 | |
| -0.0111 | -1.90 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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