Moriroku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.60% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1979 | 13.60 | |
| 0.1020 | 11.03 | |
| 0.8088 | 87.72 | |
| 0.0705 | 2.71 |
Estimation Period:
Dec 20, 2017 to Feb 13, 2026
Dec 20, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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