Square Enix Hldgs Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.90% (+8.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3298 | 17.25 | |
| 0.0723 | 13.58 | |
| 0.8621 | 175.62 | |
| 0.0382 | 3.89 |
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Aug 8, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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