Musashi Seimitsu Industry Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:68.64% (+7.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7554 | 11.60 | |
| 0.2728 | 3.79 | |
| 0.5243 | 16.48 | |
| -0.2103 | -2.85 |
Estimation Period:
Dec 22, 2020 to Feb 6, 2026
Dec 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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