Yamabiko Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:75.82% (+20.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2631 | 17.33 | |
| 0.1354 | 14.50 | |
| 0.6089 | 38.60 | |
| 0.1164 | 4.03 |
Estimation Period:
Dec 1, 2008 to Feb 13, 2026
Dec 1, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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