Yokota Manufacturing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.96% (+5.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2228 | 22.95 | |
| 0.2881 | 12.19 | |
| 0.6673 | 76.52 | |
| -0.0143 | -0.30 |
Estimation Period:
Jun 13, 2013 to Feb 13, 2026
Jun 13, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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