Shionogi & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.85% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1262 | 20.49 | |
| 0.0587 | 16.02 | |
| 0.8841 | 285.37 | |
| 0.0671 | 8.18 |
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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