Shochiku Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.80% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0970 | 16.74 | |
| 0.0736 | 15.04 | |
| 0.8828 | 286.99 | |
| 0.0378 | 4.35 |
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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