Daihen Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.53% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0633 | 12.80 | |
| 0.1716 | 9.68 | |
| 0.6315 | 28.99 | |
| 0.0169 | 0.50 |
Estimation Period:
May 11, 2021 to Feb 13, 2026
May 11, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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