Nippon Sanso Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.52% (-11.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9127 | 6.83 | |
| 0.1804 | 11.22 | |
| 0.6029 | 23.12 | |
| 0.0478 | 1.48 |
Estimation Period:
May 29, 2019 to Feb 6, 2026
May 29, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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