Hokuetsu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:35.74% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2097 | 22.14 | |
| 0.1141 | 17.01 | |
| 0.8409 | 185.83 | |
| 0.0260 | 2.90 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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