Hoden Seimitsu Kako Kenkyush GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.42% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3069 | 18.08 | |
| 0.1392 | 24.09 | |
| 0.8432 | 202.50 | |
| -0.0197 | -2.07 |
Estimation Period:
Nov 1, 1999 to Feb 13, 2026
Nov 1, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Hoden Seimitsu Kako Kenkyush Analyses
Other GJR-GARCH Analyses on International Equities