Imamura Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.43% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4318 | 16.42 | |
| 0.2560 | 11.03 | |
| 0.6825 | 61.58 | |
| -0.0043 | -0.12 |
Estimation Period:
Dec 18, 2014 to Feb 13, 2026
Dec 18, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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