Seiko Epson Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.26% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3365 | 15.90 | |
| 0.0796 | 14.06 | |
| 0.8387 | 143.22 | |
| 0.0501 | 5.18 |
Estimation Period:
Jun 26, 2003 to Feb 13, 2026
Jun 26, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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