Shibaura Mechatronics Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.66% (-3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3847 | 16.58 | |
| 0.0487 | 14.34 | |
| 0.8952 | 240.33 | |
| 0.0402 | 5.42 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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