Morinaga Milk Industry Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.61% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2200 | 19.74 | |
| 0.0742 | 16.75 | |
| 0.8393 | 153.94 | |
| 0.0710 | 7.63 |
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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