Fukuta Electric & Machinery GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.64% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.94 | |
| 1.1394 | 4.31 | |
| 0.1859 | 6.35 | |
| -0.8300 | -2.85 |
Estimation Period:
Nov 11, 2024 to Feb 11, 2026
Nov 11, 2024 to Feb 11, 2026
News Impact Curve
Volatility Forecasts
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