Hisaka Works Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.83% (+3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 18.39 | |
| 0.0485 | 24.76 | |
| 0.9303 | 500.16 | |
| 0.0258 | 5.40 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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