Ukai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.74% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 8.44 | |
| 0.0783 | 10.61 | |
| 0.9301 | 218.43 | |
| -0.0355 | -3.78 |
Estimation Period:
Nov 26, 1999 to Feb 13, 2026
Nov 26, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities