Saikaya Department Store Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:55.60% (-3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2766 | 14.74 | |
| 0.1803 | 18.53 | |
| 0.8526 | 174.03 | |
| -0.0657 | -4.79 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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