Sodick Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.43% (+12.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1387 | 18.80 | |
| 0.0612 | 23.27 | |
| 0.9045 | 404.68 | |
| 0.0480 | 7.66 |
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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