Shinagawa Refra Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.66% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3047 | 20.51 | |
| 0.0880 | 20.08 | |
| 0.8617 | 207.44 | |
| 0.0247 | 3.03 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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