Marusan Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.43% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1828 | 14.05 | |
| 0.1000 | 13.85 | |
| 0.8563 | 242.24 | |
| 0.0418 | 2.87 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Marusan Securities Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities