Furuya Metal Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:142.52% (+26.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5121 | 12.01 | |
| 0.1217 | 15.35 | |
| 0.8383 | 81.54 | |
| -0.0235 | -2.26 |
Estimation Period:
Sep 27, 2006 to Feb 10, 2026
Sep 27, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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