Okabe Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.80% (+4.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1644 | 9.34 | |
| 0.0552 | 11.47 | |
| 0.8755 | 182.09 | |
| 0.0687 | 5.68 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities