Shibusawa Logistics Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.78% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 17.72 | |
| 0.0858 | 19.48 | |
| 0.8904 | 299.31 | |
| 0.0257 | 3.15 |
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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