ORIX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.55% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1014 | 23.19 | |
| 0.0599 | 23.69 | |
| 0.8881 | 418.50 | |
| 0.0787 | 12.96 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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