Yamax Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.93% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4694 | 22.27 | |
| 0.1622 | 16.66 | |
| 0.8094 | 129.52 | |
| 0.0569 | 3.64 |
Estimation Period:
Nov 23, 1995 to Feb 13, 2026
Nov 23, 1995 to Feb 13, 2026
News Impact Curve
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