Mitani Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.42% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 13.52 | |
| 0.0471 | 14.26 | |
| 0.9332 | 387.72 | |
| 0.0200 | 3.25 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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