Fronteo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.84% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7089 | 12.08 | |
| 0.1070 | 10.59 | |
| 0.8855 | 147.89 | |
| -0.0462 | -3.71 |
Estimation Period:
Jun 29, 2007 to Feb 10, 2026
Jun 29, 2007 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities