Mitsuba Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.29% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6214 | 18.58 | |
| 0.0638 | 15.38 | |
| 0.8413 | 143.74 | |
| 0.0381 | 4.89 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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