Okaya & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.80% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0777 | 16.94 | |
| 0.1483 | 16.39 | |
| 0.8417 | 183.81 | |
| -0.0008 | -0.05 |
Estimation Period:
Jan 22, 1999 to Feb 13, 2026
Jan 22, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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