Imuraya Group Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.62% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 12.28 | |
| 0.0927 | 14.38 | |
| 0.9165 | 329.90 | |
| -0.0362 | -3.76 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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