Mitsubishi Research Inst GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.02% (+17.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2229 | 14.55 | |
| 0.0781 | 10.03 | |
| 0.8218 | 99.70 | |
| 0.0800 | 4.93 |
Estimation Period:
Sep 15, 2009 to Feb 6, 2026
Sep 15, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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