Mitsui Soko Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.00% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1459 | 12.87 | |
| 0.0567 | 13.85 | |
| 0.8973 | 325.48 | |
| 0.0446 | 5.58 |
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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