Yahagi Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.54% (+5.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2878 | 19.00 | |
| 0.0964 | 21.10 | |
| 0.8369 | 172.73 | |
| 0.0418 | 4.69 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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