Yamadai Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.45% (-2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7605 | 18.95 | |
| 0.1421 | 13.28 | |
| 0.7997 | 140.30 | |
| 0.0246 | 1.29 |
Estimation Period:
Feb 1, 1995 to Feb 13, 2026
Feb 1, 1995 to Feb 13, 2026
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