Marubeni Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.07% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0967 | 22.31 | |
| 0.0562 | 21.60 | |
| 0.8875 | 426.68 | |
| 0.0918 | 15.32 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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