Yagami Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.94% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 8.40 | |
| 0.0567 | 12.46 | |
| 0.9473 | 322.55 | |
| -0.0303 | -4.58 |
Estimation Period:
Mar 1, 1996 to Feb 13, 2026
Mar 1, 1996 to Feb 13, 2026
News Impact Curve
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