Trend Micro Inc/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:47.60% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1761 | 14.14 | |
| 0.0731 | 23.39 | |
| 0.8844 | 251.03 | |
| 0.0387 | 4.99 |
Estimation Period:
Aug 18, 1998 to Feb 13, 2026
Aug 18, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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