Yamaichi Electronics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:84.97% (-5.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4652 | 17.61 | |
| 0.0813 | 18.52 | |
| 0.8586 | 192.17 | |
| 0.0507 | 4.83 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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