Makoto Construction Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
54.00%
increased by 4.11%
1 Week
53.75%
increased by 3.86%
1 Month
52.82%
increased by 2.93%
Analysis last updated: Friday, June 12, 2026 at 09:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1114 | 12.17 | |
| 0.0815 | 10.54 | |
| 0.8990 | 154.41 | |
| 0.0103 | 0.97 |
Estimation Period:
Feb 21, 2006 to Jun 5, 2026
Feb 21, 2006 to Jun 5, 2026
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