Mitake Information Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.71% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 8.68 | |
| 0.0853 | 11.06 | |
| 0.9232 | 294.00 | |
| -0.0168 | -1.16 |
Estimation Period:
Jun 6, 2013 to Feb 6, 2026
Jun 6, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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