Nissan Motor Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.30% (+9.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4953 | 10.86 | |
| 0.1278 | 11.54 | |
| 0.7409 | 41.89 | |
| 0.0753 | 2.29 |
Estimation Period:
Sep 14, 2018 to Feb 6, 2026
Sep 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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