Oracle Corp Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:61.53% (-4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2360 | 11.35 | |
| 0.1366 | 17.24 | |
| 0.7972 | 126.41 | |
| 0.0537 | 2.47 |
Estimation Period:
Feb 26, 1999 to Feb 13, 2026
Feb 26, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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