Saizeriya Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.86% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1535 | 15.05 | |
| 0.0907 | 17.64 | |
| 0.8621 | 161.69 | |
| 0.0669 | 7.32 |
Estimation Period:
Jan 25, 1999 to Feb 13, 2026
Jan 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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