Fukuyama Transporting Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.90% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2304 | 12.35 | |
| 0.0805 | 18.12 | |
| 0.8347 | 157.11 | |
| 0.0632 | 4.26 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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