UBE Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.30% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0604 | 16.73 | |
| 0.0393 | 17.94 | |
| 0.9155 | 505.78 | |
| 0.0754 | 13.38 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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