PILLAR Corp /Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:61.60% (-4.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7198 | 27.17 | |
| 0.1033 | 17.64 | |
| 0.7422 | 111.23 | |
| 0.0704 | 5.90 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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