Matsui Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.92% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2546 | 27.86 | |
| 0.0983 | 18.69 | |
| 0.8220 | 159.80 | |
| 0.0523 | 4.96 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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