Shimadaya Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.65% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2950 | 5.62 | |
| 0.2036 | 3.66 | |
| 0.7295 | 21.50 | |
| -0.0720 | -1.05 |
Estimation Period:
Oct 1, 2024 to Feb 13, 2026
Oct 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Shimadaya Corporation Analyses
Other GJR-GARCH Analyses on International Equities