Calbee Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.44% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9130 | 20.55 | |
| 0.1894 | 10.26 | |
| 0.5268 | 30.85 | |
| -0.0338 | -1.30 |
Estimation Period:
Mar 11, 2011 to Feb 13, 2026
Mar 11, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities