Mitani Sekisan Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.66% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1133 | 10.49 | |
| 0.0376 | 9.14 | |
| 0.9432 | 275.15 | |
| 0.0070 | 1.20 |
Estimation Period:
Sep 30, 1993 to Feb 6, 2026
Sep 30, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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