Gakujo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.11% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8139 | 20.91 | |
| 0.2114 | 19.87 | |
| 0.6818 | 87.89 | |
| 0.0233 | 1.16 |
Estimation Period:
Jun 13, 2002 to Feb 13, 2026
Jun 13, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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