Joshin Denki Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.16% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 22.84 | |
| 0.0878 | 27.35 | |
| 0.8995 | 406.84 | |
| 0.0254 | 4.46 |
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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