Denyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.71% (+7.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3146 | 23.01 | |
| 0.0940 | 20.73 | |
| 0.8170 | 159.89 | |
| 0.0604 | 5.79 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities