Watami Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.45% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1177 | 15.58 | |
| 0.1366 | 17.25 | |
| 0.8559 | 195.06 | |
| -0.0149 | -1.08 |
Estimation Period:
Oct 31, 1996 to Feb 13, 2026
Oct 31, 1996 to Feb 13, 2026
News Impact Curve
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