Ichiyoshi Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.83% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1299 | 18.30 | |
| 0.0775 | 19.24 | |
| 0.8872 | 273.16 | |
| 0.0498 | 7.10 |
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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