Tanabe Consulting Group Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.93% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 11.36 | |
| 0.1113 | 22.40 | |
| 0.9182 | 358.26 | |
| -0.0591 | -9.44 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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