RAKUMACHI INC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.33% (+2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5988 | 21.31 | |
| 0.2451 | 16.69 | |
| 0.7459 | 93.75 | |
| -0.0723 | -3.78 |
Estimation Period:
Feb 17, 2015 to Feb 13, 2026
Feb 17, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other RAKUMACHI INC Analyses
Other GJR-GARCH Analyses on International Equities