Inabata & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.40% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1027 | 18.29 | |
| 0.0590 | 23.59 | |
| 0.8960 | 349.85 | |
| 0.0559 | 9.63 |
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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