MS&AD Insurance Group Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.99% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 19.30 | |
| 0.0542 | 19.44 | |
| 0.9087 | 431.67 | |
| 0.0459 | 7.70 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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