Mori-Gumi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.98% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 10.50 | |
| 0.0898 | 9.51 | |
| 0.9213 | 237.07 | |
| -0.0221 | -1.89 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Mori-Gumi Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities