Araya Industrial Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.78% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3545 | 11.95 | |
| 0.1044 | 13.88 | |
| 0.8150 | 119.83 | |
| 0.0834 | 4.52 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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