Semba Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.04% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9484 | 13.20 | |
| 0.2675 | 6.09 | |
| 0.4306 | 13.53 | |
| -0.0643 | -1.17 |
Estimation Period:
Dec 19, 2016 to Feb 10, 2026
Dec 19, 2016 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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