Yutaka Trusty Securities Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.86% (-2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2706 | 10.17 | |
| 0.1144 | 15.66 | |
| 0.8808 | 205.13 | |
| -0.0440 | -4.19 |
Estimation Period:
Nov 15, 1995 to Feb 10, 2026
Nov 15, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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