Panasonic Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.13% (+5.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0704 | 13.87 | |
| 0.0350 | 20.37 | |
| 0.9244 | 310.42 | |
| 0.0531 | 9.48 |
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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