Hamayuu Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.83% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3453 | 11.40 | |
| 0.5659 | 7.77 | |
| 0.4779 | 17.44 | |
| -0.0878 | -1.19 |
Estimation Period:
Oct 18, 2019 to Feb 13, 2026
Oct 18, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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