Makiya Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.84% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0937 | 17.80 | |
| 0.1919 | 15.40 | |
| 0.8274 | 106.79 | |
| -0.0689 | -4.47 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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