Yamaura Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.98% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 12.41 | |
| 0.1121 | 13.39 | |
| 0.8952 | 248.39 | |
| -0.0160 | -1.19 |
Estimation Period:
Sep 30, 1997 to Feb 13, 2026
Sep 30, 1997 to Feb 13, 2026
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