Bunka Shutter Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.06% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0884 | 17.85 | |
| 0.0546 | 22.04 | |
| 0.9108 | 338.82 | |
| 0.0339 | 6.19 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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