Morimatsu International Hold GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.44% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8299 | 10.43 | |
| 0.0522 | 8.01 | |
| 0.8767 | 110.00 | |
| 0.0247 | 1.36 |
Estimation Period:
Jun 28, 2021 to Feb 6, 2026
Jun 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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