Daihen Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.26% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4000 | 16.71 | |
| 0.0676 | 17.81 | |
| 0.8399 | 141.94 | |
| 0.0852 | 8.50 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities