Hokuetsu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.82% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2067 | 22.03 | |
| 0.1130 | 16.97 | |
| 0.8424 | 187.48 | |
| 0.0260 | 2.92 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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