Step Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.12% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 14.59 | |
| 0.0859 | 12.17 | |
| 0.8856 | 196.71 | |
| 0.0305 | 2.84 |
Estimation Period:
Jun 19, 1995 to Feb 13, 2026
Jun 19, 1995 to Feb 13, 2026
News Impact Curve
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