Maruhachi Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.29% (+7.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 15.65 | |
| 0.2150 | 14.72 | |
| 0.7409 | 83.44 | |
| 0.0575 | 1.93 |
Estimation Period:
Apr 8, 2016 to Feb 13, 2026
Apr 8, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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