Nippo Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.61% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0742 | 15.00 | |
| 0.0712 | 18.39 | |
| 0.9287 | 396.22 | |
| -0.0121 | -2.11 |
Estimation Period:
Aug 10, 1994 to Feb 13, 2026
Aug 10, 1994 to Feb 13, 2026
News Impact Curve
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