Matsuoka Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.93% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3856 | 14.73 | |
| 0.1876 | 11.38 | |
| 0.5852 | 30.86 | |
| 0.1114 | 2.68 |
Estimation Period:
Dec 13, 2017 to Feb 6, 2026
Dec 13, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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