Rakumo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:44.58% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6064 | 14.67 | |
| 0.2884 | 8.46 | |
| 0.6112 | 28.20 | |
| -0.0468 | -1.16 |
Estimation Period:
Sep 28, 2020 to Feb 20, 2026
Sep 28, 2020 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities