Marubeni Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.72% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0957 | 22.12 | |
| 0.0549 | 21.25 | |
| 0.8887 | 429.53 | |
| 0.0915 | 15.37 |
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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