Capcom Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:72.95% (+9.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6353 | 22.48 | |
| 0.1075 | 16.81 | |
| 0.7866 | 142.04 | |
| 0.0613 | 4.48 |
Estimation Period:
Nov 19, 1992 to Feb 13, 2026
Nov 19, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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