IBJ Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.92% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7888 | 18.49 | |
| 0.0299 | 3.45 | |
| 0.1286 | 3.95 | |
| 0.2408 | 4.18 |
Estimation Period:
Apr 30, 2021 to Feb 6, 2026
Apr 30, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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