Mercari Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:71.45% (-7.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 13.15 | |
| 0.2503 | 8.13 | |
| 0.3725 | 10.32 | |
| -0.0894 | -2.08 |
Estimation Period:
Nov 2, 2021 to Jan 30, 2026
Nov 2, 2021 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities