Okamoto Machine Tool Works GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:105.69% (-7.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4398 | 19.30 | |
| 0.0903 | 19.04 | |
| 0.8576 | 194.59 | |
| 0.0348 | 3.67 |
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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