Shigematsu Works Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.40% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2438 | 17.92 | |
| 0.1890 | 18.87 | |
| 0.8367 | 152.08 | |
| -0.0739 | -5.39 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Shigematsu Works Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities