Matsuya Co Ltd (Dept Store) GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.20% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4720 | 22.87 | |
| 0.0854 | 18.79 | |
| 0.8420 | 185.42 | |
| 0.0235 | 2.98 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Matsuya Co Ltd (Dept Store) Analyses
Other GJR-GARCH Analyses on International Equities