Shibaura Machine Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.37% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5218 | 18.33 | |
| 0.0984 | 15.77 | |
| 0.8033 | 139.67 | |
| 0.0608 | 5.93 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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