Marufuji Sheet Piling Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.13% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 20.71 | |
| 0.1026 | 25.08 | |
| 0.8958 | 391.37 | |
| 0.0032 | 0.46 |
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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