Maruichi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.47% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 14.99 | |
| 0.1141 | 15.53 | |
| 0.9180 | 288.96 | |
| -0.0724 | -8.83 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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