Showa Shinku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.45% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 10.31 | |
| 0.0592 | 18.18 | |
| 0.9470 | 386.06 | |
| -0.0124 | -2.70 |
Estimation Period:
Jan 5, 2001 to Feb 10, 2026
Jan 5, 2001 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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