Ezaki Glico Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.16% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1378 | 22.67 | |
| 0.0845 | 18.37 | |
| 0.8611 | 219.85 | |
| 0.0224 | 2.30 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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