Okumura Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.15% (+11.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2969 | 14.60 | |
| 0.1179 | 13.15 | |
| 0.7959 | 159.73 | |
| 0.0568 | 2.73 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
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