Iwatsuka Confectionery Co GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
15.03%
decreased by 0.05%
1 Week
15.60%
increased by 0.52%
1 Month
17.61%
increased by 2.53%
Analysis last updated: Thursday, May 21, 2026 at 07:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 11.65 | |
| 0.1253 | 17.47 | |
| 0.8920 | 285.98 | |
| -0.0462 | -4.23 |
Estimation Period:
Jan 24, 1995 to May 15, 2026
Jan 24, 1995 to May 15, 2026
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