Omikenshi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.79% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3939 | 18.92 | |
| 0.3006 | 21.22 | |
| 0.6671 | 79.33 | |
| -0.0425 | -1.94 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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