Hengan International Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.53% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0947 | 18.77 | |
| 0.0587 | 16.76 | |
| 0.9100 | 321.89 | |
| 0.0201 | 2.41 |
Estimation Period:
Dec 8, 1998 to Feb 13, 2026
Dec 8, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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