Monotaro Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
45.92%
decreased by 0.34%
1 Week
46.03%
decreased by 0.23%
1 Month
46.48%
increased by 0.22%
Analysis last updated: Thursday, May 21, 2026 at 07:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 3.23 | |
| 0.0375 | 7.88 | |
| 0.9753 | 683.44 | |
| -0.0356 | -7.39 |
Estimation Period:
Dec 6, 2006 to May 15, 2026
Dec 6, 2006 to May 15, 2026
Other Monotaro Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities