Odawara Auto-Machine GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.35% (+10.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3462 | 14.95 | |
| 0.1896 | 11.95 | |
| 0.7842 | 91.19 | |
| -0.0843 | -4.43 |
Estimation Period:
Mar 16, 2009 to Feb 13, 2026
Mar 16, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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