Shinko Shoji Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.32% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3450 | 16.22 | |
| 0.0958 | 21.23 | |
| 0.8132 | 152.78 | |
| 0.0555 | 4.91 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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