Buffalo Inc /Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.02% (+46.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8459 | 21.60 | |
| 0.1126 | 13.12 | |
| 0.7569 | 95.57 | |
| 0.0344 | 2.26 |
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Aug 8, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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