Mugen Estate Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.57% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 4.76 | |
| 0.0121 | 6.20 | |
| 0.9795 | 776.75 | |
| 0.0125 | 4.09 |
Estimation Period:
Jun 18, 2014 to Feb 13, 2026
Jun 18, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Mugen Estate Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities