Trend Micro Inc/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:48.18% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1760 | 14.14 | |
| 0.0730 | 23.38 | |
| 0.8844 | 251.54 | |
| 0.0387 | 5.01 |
Estimation Period:
Aug 18, 1998 to Feb 20, 2026
Aug 18, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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