Renesas Electronics Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.83% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5024 | 12.73 | |
| 0.0530 | 12.78 | |
| 0.8717 | 148.61 | |
| 0.0595 | 6.37 |
Estimation Period:
Jul 24, 2003 to Feb 13, 2026
Jul 24, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Renesas Electronics Corp Analyses
Other GJR-GARCH Analyses on International Equities