Sotetsu Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.66% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1092 | 22.51 | |
| 0.1096 | 22.96 | |
| 0.8104 | 232.49 | |
| 0.0714 | 6.06 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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