Shimamura Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.15% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1636 | 21.43 | |
| 0.0700 | 22.08 | |
| 0.8715 | 262.10 | |
| 0.0417 | 6.94 |
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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