Matsuo Electric Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.95% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7617 | 21.91 | |
| 0.1435 | 15.34 | |
| 0.8000 | 111.15 | |
| -0.0219 | -1.80 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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