Dmg Mori Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.50% (+9.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2898 | 22.29 | |
| 0.0444 | 16.05 | |
| 0.8775 | 255.38 | |
| 0.0769 | 12.59 |
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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