Musashi Seimitsu Industry Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:88.09% (-6.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5506 | 15.14 | |
| 0.0980 | 14.00 | |
| 0.8272 | 143.09 | |
| 0.0227 | 2.09 |
Estimation Period:
Dec 15, 1998 to Feb 13, 2026
Dec 15, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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