Murata Manufacturing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.73% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0937 | 17.07 | |
| 0.0288 | 13.84 | |
| 0.9249 | 465.01 | |
| 0.0630 | 14.62 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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