Azbil Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.39% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1283 | 22.45 | |
| 0.0506 | 12.43 | |
| 0.8965 | 262.45 | |
| 0.0530 | 6.65 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
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