Maxell Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.77% (+7.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2889 | 17.71 | |
| 0.0754 | 17.93 | |
| 0.8183 | 154.60 | |
| 0.1115 | 10.28 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities