Yakuodo Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.83% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9283 | 16.87 | |
| 0.2712 | 10.85 | |
| 0.6283 | 49.38 | |
| -0.0785 | -2.05 |
Estimation Period:
Sep 15, 2005 to Feb 13, 2026
Sep 15, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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