Mbk Co Ltd (Jpn) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.89% (+16.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6971 | 12.70 | |
| 0.1164 | 14.86 | |
| 0.8319 | 180.57 | |
| 0.0800 | 3.95 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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