Meiji Machine Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.78% (+10.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0112 | 18.11 | |
| 0.1310 | 22.96 | |
| 0.7915 | 129.97 | |
| 0.0636 | 3.57 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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