Maruwa Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:59.33% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3690 | 8.92 | |
| 0.0331 | 3.91 | |
| 0.8719 | 109.59 | |
| 0.1037 | 4.95 |
Estimation Period:
Jan 14, 2021 to Feb 6, 2026
Jan 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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