Shibuya Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.44% (+7.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2997 | 22.42 | |
| 0.0844 | 17.67 | |
| 0.8595 | 208.11 | |
| 0.0096 | 1.11 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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