Business Brain Showa Ota Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.05% (+2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2801 | 12.97 | |
| 0.0952 | 15.68 | |
| 0.8567 | 197.82 | |
| 0.0342 | 2.24 |
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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