Secom Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.82% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0777 | 17.93 | |
| 0.0655 | 21.74 | |
| 0.8696 | 293.20 | |
| 0.0839 | 12.96 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities