Socionext Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.79% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6636 | 4.21 | |
| 0.0966 | 3.20 | |
| 0.7985 | 21.16 | |
| -0.0080 | -0.22 |
Estimation Period:
Oct 12, 2022 to Feb 13, 2026
Oct 12, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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