Maruzen Chi Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.22% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 9.87 | |
| 0.0945 | 11.37 | |
| 0.8990 | 126.30 | |
| 0.0036 | 0.31 |
Estimation Period:
Feb 1, 2010 to Feb 10, 2026
Feb 1, 2010 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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