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	param	t-stat
$ω$	1.1582	8.72
$α$	0.1358	10.78
$β$	0.7737	37.00
$γ$	-0.0398	-2.44

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Yamashin-Filter Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:43.87% (+2.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yamashin-Filter Corp Analyses