Yutaka Giken Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.40% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 12.66 | |
| 0.0775 | 18.59 | |
| 0.9121 | 274.97 | |
| -0.0007 | -0.10 |
Estimation Period:
Oct 21, 1997 to Feb 13, 2026
Oct 21, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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