Fujita Kanko GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:105.91% (+53.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2218 | 20.74 | |
| 0.0967 | 20.30 | |
| 0.8512 | 242.98 | |
| 0.0414 | 4.31 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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