Shiseido Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:50.62% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 14.62 | |
| 0.0367 | 19.15 | |
| 0.9357 | 469.95 | |
| 0.0328 | 7.73 |
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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