Morita Hldgs GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.89% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 14.44 | |
| 0.0374 | 13.31 | |
| 0.9225 | 349.02 | |
| 0.0501 | 9.32 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
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