GS Yuasa Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:50.92% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2005 | 12.22 | |
| 0.0596 | 16.61 | |
| 0.8946 | 209.03 | |
| 0.0367 | 4.87 |
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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