Yuke'S Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.70% (+9.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3840 | 20.32 | |
| 0.4656 | 16.33 | |
| 0.5185 | 44.32 | |
| -0.0475 | -1.12 |
Estimation Period:
Feb 28, 2002 to Feb 13, 2026
Feb 28, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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