Lixil Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.19% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 17.80 | |
| 0.0323 | 14.63 | |
| 0.9193 | 302.41 | |
| 0.0607 | 11.70 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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