Seibu Electric & Machinery GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.49% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0646 | 12.04 | |
| 0.0540 | 13.62 | |
| 0.9305 | 348.90 | |
| 0.0092 | 1.14 |
Estimation Period:
Jan 29, 1999 to Feb 13, 2026
Jan 29, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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