Shin Nippon Biomedical Lab GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.38% (-7.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8238 | 20.66 | |
| 0.1690 | 17.13 | |
| 0.6500 | 59.06 | |
| 0.0900 | 3.90 |
Estimation Period:
Mar 12, 2004 to Feb 13, 2026
Mar 12, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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