Maruwa Co Ltd (Ceramics) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.53% (+4.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2797 | 14.16 | |
| 0.0437 | 12.94 | |
| 0.8977 | 217.21 | |
| 0.0511 | 7.84 |
Estimation Period:
Aug 29, 1995 to Feb 6, 2026
Aug 29, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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