Mizuno Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.60% (-11.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7498 | 19.96 | |
| 0.1427 | 18.65 | |
| 0.6460 | 72.83 | |
| 0.0825 | 5.10 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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