Denso Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.00% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0715 | 20.11 | |
| 0.0392 | 16.47 | |
| 0.9108 | 443.41 | |
| 0.0695 | 11.20 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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