Matsuda Sangyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:52.87% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 17.76 | |
| 0.0761 | 21.78 | |
| 0.9114 | 413.33 | |
| 0.0141 | 2.03 |
Estimation Period:
Aug 28, 1995 to Feb 13, 2026
Aug 28, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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