Maruzen Co Ltd (Mfg) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.96% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 14.11 | |
| 0.0627 | 18.67 | |
| 0.9361 | 547.75 | |
| -0.0006 | -0.10 |
Estimation Period:
Oct 6, 1995 to Feb 13, 2026
Oct 6, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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