Nippon Denko Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:36.13% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8746 | 9.94 | |
| 0.1923 | 7.24 | |
| 0.6498 | 25.89 | |
| 0.0120 | 0.26 |
Estimation Period:
Aug 5, 2020 to Feb 6, 2026
Aug 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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