Yamada Consulting Group Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.17% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5994 | 19.45 | |
| 0.1522 | 16.67 | |
| 0.7986 | 145.07 | |
| -0.0040 | -0.26 |
Estimation Period:
Mar 23, 2001 to Feb 13, 2026
Mar 23, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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