Aichi Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.27% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3135 | 30.96 | |
| 0.1046 | 18.28 | |
| 0.8166 | 206.53 | |
| 0.0791 | 6.68 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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