Matsuya R&D Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.46% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2392 | 6.08 | |
| 0.0345 | 5.94 | |
| 0.9172 | 130.60 | |
| 0.0532 | 2.72 |
Estimation Period:
Apr 6, 2020 to Feb 13, 2026
Apr 6, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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