Ohmoto Gumi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.22% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1412 | 15.63 | |
| 0.0725 | 15.89 | |
| 0.8953 | 230.99 | |
| 0.0163 | 1.79 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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