Yamada Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.44% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0787 | 15.80 | |
| 0.0703 | 21.24 | |
| 0.9186 | 336.49 | |
| 0.0187 | 3.60 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities