Asahi-Seiki Manufacturing Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.25% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0879 | 19.13 | |
| 0.0846 | 15.85 | |
| 0.8968 | 335.39 | |
| 0.0145 | 1.43 |
Estimation Period:
Jan 25, 1999 to Feb 13, 2026
Jan 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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