Morinaga & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.34% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 14.32 | |
| 0.0593 | 17.82 | |
| 0.8965 | 314.46 | |
| 0.0676 | 7.66 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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