Maruken Lease Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.82% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0835 | 14.82 | |
| 0.0892 | 17.75 | |
| 0.8924 | 343.90 | |
| 0.0368 | 4.01 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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