Ir Japan Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.75% (+5.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8954 | 14.43 | |
| 0.1456 | 10.98 | |
| 0.7287 | 54.12 | |
| -0.0282 | -1.45 |
Estimation Period:
Mar 21, 2011 to Feb 13, 2026
Mar 21, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Ir Japan Holdings Ltd Analyses
Other GJR-GARCH Analyses on International Equities