Shizuoka Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.75% (+3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0831 | 14.28 | |
| 0.0498 | 17.40 | |
| 0.9164 | 263.18 | |
| 0.0256 | 3.42 |
Estimation Period:
Dec 10, 2001 to Feb 10, 2026
Dec 10, 2001 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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