Marumae Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.67% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7484 | 24.67 | |
| 0.1971 | 20.24 | |
| 0.6552 | 63.62 | |
| -0.0159 | -0.89 |
Estimation Period:
Dec 26, 2006 to Feb 13, 2026
Dec 26, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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