UMENOHANA GROUP CO LTD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.87% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 17.77 | |
| 0.2660 | 14.29 | |
| 0.7643 | 83.48 | |
| -0.0908 | -3.82 |
Estimation Period:
May 5, 1999 to Feb 10, 2026
May 5, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other UMENOHANA GROUP CO LTD Analyses
Other GJR-GARCH Analyses on International Equities