Ricoh Leasing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.58% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 20.66 | |
| 0.0666 | 21.97 | |
| 0.8963 | 354.55 | |
| 0.0618 | 8.34 |
Estimation Period:
Feb 2, 1996 to Feb 13, 2026
Feb 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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