Micronics Japan Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:100.34% (+35.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9205 | 18.41 | |
| 0.0997 | 16.40 | |
| 0.8449 | 149.81 | |
| -0.0115 | -0.96 |
Estimation Period:
Apr 15, 1997 to Feb 13, 2026
Apr 15, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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