OKUMA Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.56% (+1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2013 | 23.24 | |
| 0.0473 | 12.57 | |
| 0.8920 | 327.45 | |
| 0.0730 | 10.06 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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