Okasan Securities Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.42% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2605 | 28.08 | |
| 0.0984 | 25.11 | |
| 0.8356 | 278.44 | |
| 0.0579 | 7.15 |
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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