Maruhachi Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.21% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0668 | 16.18 | |
| 0.1240 | 15.39 | |
| 0.8705 | 215.57 | |
| 0.0110 | 0.81 |
Estimation Period:
Nov 23, 2004 to Feb 10, 2026
Nov 23, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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