Seiko Corp (Machinery) GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.77% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1131 | 16.47 | |
| 0.1405 | 18.86 | |
| 0.8729 | 220.48 | |
| -0.0439 | -3.99 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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