UBE Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.91% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 16.77 | |
| 0.0395 | 17.97 | |
| 0.9152 | 503.97 | |
| 0.0755 | 13.37 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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