Hakudo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.14% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2525 | 13.49 | |
| 0.2234 | 16.55 | |
| 0.7575 | 115.56 | |
| 0.0034 | 0.17 |
Estimation Period:
Mar 14, 2000 to Feb 13, 2026
Mar 14, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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