Nippon Chemi-Con Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.23% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 14.92 | |
| 0.5132 | 5.29 | |
| 0.1553 | 6.02 | |
| -0.3632 | -3.35 |
Estimation Period:
Feb 15, 2021 to Feb 13, 2026
Feb 15, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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