Omron Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.02% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1967 | 22.37 | |
| 0.0452 | 18.60 | |
| 0.8837 | 293.67 | |
| 0.0735 | 10.78 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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