Shinnihon Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.13% (+4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1500 | 19.42 | |
| 0.0813 | 18.37 | |
| 0.8946 | 276.64 | |
| 0.0098 | 1.20 |
Estimation Period:
Oct 6, 1994 to Feb 13, 2026
Oct 6, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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