Makita Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.36% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4277 | 12.21 | |
| 0.0490 | 13.81 | |
| 0.8160 | 93.35 | |
| 0.1102 | 12.95 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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