Shoei Foods Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.79% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1692 | 23.72 | |
| 0.1338 | 19.75 | |
| 0.8177 | 179.84 | |
| 0.0395 | 3.60 |
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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