Universal Engeisha Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.56% (-4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7844 | 24.72 | |
| 0.4893 | 16.49 | |
| 0.4313 | 31.90 | |
| -0.0628 | -1.44 |
Estimation Period:
Apr 26, 2012 to Feb 13, 2026
Apr 26, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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