Shimadzu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.64% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1339 | 20.20 | |
| 0.0550 | 16.01 | |
| 0.8866 | 242.19 | |
| 0.0583 | 8.77 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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