Maruchiyo Yamaoka Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.10% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 4.97 | |
| 0.0662 | 16.99 | |
| 0.9552 | 469.14 | |
| -0.0428 | -10.73 |
Estimation Period:
Feb 21, 2006 to Feb 6, 2026
Feb 21, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Maruchiyo Yamaoka Corp Analyses
Other GJR-GARCH Analyses on International Equities