Yamashita Health Care Hldgs GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.23% (-7.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3774 | 14.04 | |
| 0.2598 | 9.93 | |
| 0.6817 | 62.88 | |
| -0.0030 | -0.07 |
Estimation Period:
Feb 23, 2006 to Feb 13, 2026
Feb 23, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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