Seibu Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.68% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2354 | 15.89 | |
| 0.0985 | 15.07 | |
| 0.8223 | 108.32 | |
| 0.0544 | 3.90 |
Estimation Period:
Apr 23, 2014 to Feb 13, 2026
Apr 23, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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