Yagi & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.93% (-7.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1666 | 15.23 | |
| 0.1724 | 17.44 | |
| 0.8126 | 137.49 | |
| -0.0416 | -2.87 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Yagi & Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities