Yamazaki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.34% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4755 | 15.83 | |
| 0.1148 | 13.06 | |
| 0.8600 | 157.91 | |
| -0.0076 | -0.51 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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