Imura & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.92% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1614 | 16.98 | |
| 0.2134 | 15.61 | |
| 0.8240 | 178.66 | |
| -0.1112 | -5.27 |
Estimation Period:
Sep 27, 2000 to Feb 13, 2026
Sep 27, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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