Aoba-BBT Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.07% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2458 | 10.70 | |
| 0.1066 | 7.64 | |
| 0.8526 | 106.45 | |
| 0.0369 | 1.37 |
Estimation Period:
Dec 13, 2005 to Feb 13, 2026
Dec 13, 2005 to Feb 13, 2026
News Impact Curve
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