Terumo Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.50% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2087 | 14.67 | |
| 0.0491 | 9.88 | |
| 0.8656 | 141.59 | |
| 0.0778 | 7.53 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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