Iwaki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.83% (+8.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0924 | 12.42 | |
| 0.0980 | 4.98 | |
| 0.6891 | 32.28 | |
| 0.0953 | 1.95 |
Estimation Period:
Mar 18, 2016 to Feb 13, 2026
Mar 18, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities