Otake Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.18% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3424 | 18.65 | |
| 0.1407 | 11.18 | |
| 0.7483 | 83.00 | |
| 0.0368 | 1.68 |
Estimation Period:
Mar 27, 1995 to Feb 13, 2026
Mar 27, 1995 to Feb 13, 2026
News Impact Curve
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