Seika Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.86% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2223 | 21.73 | |
| 0.0957 | 20.48 | |
| 0.8396 | 220.96 | |
| 0.0771 | 9.20 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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