Yamazaki Baking Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.02% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0877 | 14.09 | |
| 0.0698 | 16.68 | |
| 0.9178 | 209.59 | |
| -0.0213 | -3.72 |
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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