Mortgage Service Japan Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:79.74% (-5.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1020 | 11.80 | |
| 0.1730 | 12.54 | |
| 0.8653 | 152.23 | |
| -0.0766 | -3.96 |
Estimation Period:
Dec 19, 2016 to Feb 13, 2026
Dec 19, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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