Soracom Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.79% (-7.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4428 | 7.18 | |
| 0.1009 | 4.06 | |
| 0.5124 | 11.24 | |
| 0.1770 | 1.87 |
Estimation Period:
Mar 26, 2024 to Feb 13, 2026
Mar 26, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities