Maezawa Kasei Industries Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.61% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 11.83 | |
| 0.0766 | 14.00 | |
| 0.8849 | 177.72 | |
| 0.0555 | 6.39 |
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Aug 8, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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