Watanabe Sato Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.16% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3105 | 15.18 | |
| 0.0974 | 15.75 | |
| 0.8392 | 146.48 | |
| 0.1268 | 9.15 |
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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