Sharp Corp/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:56.22% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 15.07 | |
| 0.0483 | 20.17 | |
| 0.9303 | 515.14 | |
| 0.0298 | 6.37 |
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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