Shima Seiki Manufacturing GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.93% (+4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8010 | 21.31 | |
| 0.1059 | 16.18 | |
| 0.7185 | 85.52 | |
| 0.0753 | 5.42 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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