Seraku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.71% (+7.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5729 | 15.04 | |
| 0.0910 | 12.12 | |
| 0.8361 | 105.77 | |
| 0.0489 | 3.75 |
Estimation Period:
Jul 4, 2016 to Feb 13, 2026
Jul 4, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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