Uematsu Shokai Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.32% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 9.07 | |
| 0.0670 | 14.61 | |
| 0.9459 | 468.96 | |
| -0.0300 | -4.64 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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