Otsuka Shokai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.63% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4570 | 15.81 | |
| 0.1259 | 19.19 | |
| 0.7703 | 88.11 | |
| 0.0414 | 2.64 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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