Chugai Ro Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.76% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0881 | 12.13 | |
| 0.0359 | 18.05 | |
| 0.9316 | 431.49 | |
| 0.0514 | 10.89 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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