Yamazawa Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.18% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 10.56 | |
| 0.1204 | 15.53 | |
| 0.8760 | 245.04 | |
| 0.0045 | 0.35 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Yamazawa Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities