Yakult Honsha Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.76% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3481 | 26.38 | |
| 0.1209 | 20.64 | |
| 0.7743 | 145.68 | |
| 0.0491 | 4.12 |
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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