Matsukiyococokara & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.00% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0834 | 14.06 | |
| 0.0417 | 13.46 | |
| 0.9247 | 279.62 | |
| 0.0390 | 7.19 |
Estimation Period:
Aug 8, 1994 to Feb 6, 2026
Aug 8, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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