Mixi Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.37% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 5.73 | |
| 0.0243 | 11.99 | |
| 0.9801 | 694.64 | |
| -0.0114 | -3.38 |
Estimation Period:
Sep 14, 2006 to Feb 13, 2026
Sep 14, 2006 to Feb 13, 2026
News Impact Curve
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