Sharp Corp/Japan GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:65.30% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 15.02 | |
| 0.0489 | 20.21 | |
| 0.9295 | 505.99 | |
| 0.0303 | 6.38 |
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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