Modec Inc (Japan) GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:81.97% (-12.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0229 | 18.56 | |
| 0.1193 | 14.92 | |
| 0.7229 | 67.49 | |
| 0.0952 | 5.46 |
Estimation Period:
Jul 9, 2003 to Feb 13, 2026
Jul 9, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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