Maruha Nichiro Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.80% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1736 | 15.55 | |
| 0.0584 | 13.12 | |
| 0.8693 | 236.47 | |
| 0.0771 | 8.93 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Maruha Nichiro Corp Analyses
Other GJR-GARCH Analyses on International Equities