Shikibo Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.52% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 10.74 | |
| 0.0568 | 16.33 | |
| 0.9130 | 381.21 | |
| 0.0603 | 7.32 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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