Ozu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.07% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1527 | 16.45 | |
| 0.2361 | 16.25 | |
| 0.7585 | 90.82 | |
| 0.0109 | 0.52 |
Estimation Period:
Mar 1, 1996 to Feb 10, 2026
Mar 1, 1996 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities