Panasonic Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:42.26% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0703 | 13.86 | |
| 0.0349 | 20.37 | |
| 0.9245 | 310.65 | |
| 0.0531 | 9.50 |
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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