Chuo Malleable Iron Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.20% (+5.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 8.79 | |
| 0.0302 | 10.91 | |
| 0.9536 | 288.44 | |
| 0.0324 | 7.84 |
Estimation Period:
Oct 4, 1993 to Feb 13, 2026
Oct 4, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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