Nagase & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.95% (-10.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1407 | 9.79 | |
| 0.5914 | 9.17 | |
| 0.2991 | 6.80 | |
| -0.1850 | -1.32 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
News Impact Curve
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