GS Yuasa Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.91% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1984 | 12.10 | |
| 0.0584 | 16.49 | |
| 0.8956 | 210.43 | |
| 0.0376 | 5.02 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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