Marubun Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.79% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1340 | 18.20 | |
| 0.0587 | 16.75 | |
| 0.9024 | 330.44 | |
| 0.0499 | 5.95 |
Estimation Period:
Mar 20, 1997 to Feb 13, 2026
Mar 20, 1997 to Feb 13, 2026
News Impact Curve
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