Seigakusya Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.30% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0559 | 12.35 | |
| 0.2542 | 16.58 | |
| 0.7949 | 122.34 | |
| -0.0983 | -4.45 |
Estimation Period:
Aug 22, 2008 to Feb 13, 2026
Aug 22, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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