Shimano Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.12% (+10.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2460 | 23.07 | |
| 0.0764 | 12.98 | |
| 0.8481 | 238.43 | |
| 0.0696 | 6.12 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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