Howa Machinery Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:70.96% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1118 | 17.51 | |
| 0.1025 | 19.48 | |
| 0.8856 | 238.64 | |
| 0.0237 | 3.04 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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