Muromachi Chemicals Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:98.57% (+55.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7621 | 10.14 | |
| 0.2942 | 9.31 | |
| 0.4508 | 13.19 | |
| 0.1537 | 2.23 |
Estimation Period:
Feb 26, 2021 to Feb 13, 2026
Feb 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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