Mainichi Comnet Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.00% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3902 | 16.83 | |
| 0.1651 | 11.52 | |
| 0.7381 | 64.95 | |
| 0.0735 | 3.75 |
Estimation Period:
Nov 22, 2002 to Feb 10, 2026
Nov 22, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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