Terumo Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.59% (+3.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2074 | 14.63 | |
| 0.0490 | 9.88 | |
| 0.8661 | 142.01 | |
| 0.0774 | 7.50 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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