Denso Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.43% (+4.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0714 | 20.11 | |
| 0.0393 | 16.48 | |
| 0.9108 | 443.65 | |
| 0.0694 | 11.19 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities