Yodoko Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.59% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1142 | 19.21 | |
| 0.0489 | 16.58 | |
| 0.8794 | 306.62 | |
| 0.1067 | 13.92 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities