Mikikogyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.88% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 11.25 | |
| 0.1053 | 12.63 | |
| 0.8999 | 237.51 | |
| -0.0121 | -1.01 |
Estimation Period:
Nov 3, 2003 to Feb 13, 2026
Nov 3, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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