Maruichi Steel Tube Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.08% (+12.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1083 | 19.98 | |
| 0.0414 | 14.28 | |
| 0.8910 | 253.84 | |
| 0.0724 | 12.76 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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