Mito Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.17% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4397 | 16.94 | |
| 0.0969 | 21.45 | |
| 0.8206 | 176.77 | |
| 0.0672 | 6.80 |
Estimation Period:
Jan 9, 1990 to Feb 13, 2026
Jan 9, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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