Yuasa Funashoku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.30% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 13.97 | |
| 0.0856 | 22.67 | |
| 0.9096 | 399.49 | |
| 0.0095 | 1.50 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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