Shionogi & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.80% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1263 | 20.49 | |
| 0.0587 | 16.02 | |
| 0.8840 | 285.17 | |
| 0.0672 | 8.18 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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