Nomura Micro Science Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:64.38% (+2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4535 | 3.32 | |
| 0.0819 | 3.14 | |
| 0.6734 | 9.06 | |
| 0.0113 | 0.13 |
Estimation Period:
Oct 18, 2024 to Feb 6, 2026
Oct 18, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nomura Micro Science Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities