Maruhachi Warehouse Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.82% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 10.53 | |
| 0.0721 | 15.07 | |
| 0.9116 | 290.69 | |
| 0.0056 | 0.72 |
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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