Matsui Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.30% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 18.35 | |
| 0.1074 | 25.84 | |
| 0.8701 | 301.39 | |
| 0.0449 | 6.30 |
Estimation Period:
Aug 1, 2001 to Feb 13, 2026
Aug 1, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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