Musashi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.44% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0741 | 17.53 | |
| 0.1245 | 14.68 | |
| 0.8781 | 270.59 | |
| -0.0052 | -0.37 |
Estimation Period:
Oct 31, 1996 to Feb 13, 2026
Oct 31, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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