Wakita & Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.39% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2040 | 27.41 | |
| 0.0809 | 20.14 | |
| 0.8392 | 239.56 | |
| 0.0648 | 7.52 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
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