Matsumoto Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:223.43% (-10.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1399 | 16.89 | |
| 0.0918 | 13.67 | |
| 0.8870 | 213.85 | |
| 0.0305 | 2.41 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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