Sharp Corp/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.93% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 14.85 | |
| 0.0476 | 20.04 | |
| 0.9306 | 516.71 | |
| 0.0307 | 6.57 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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