Sekichu Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.84% (+8.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3202 | 11.11 | |
| 0.1790 | 18.42 | |
| 0.8340 | 162.63 | |
| -0.0715 | -4.93 |
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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