Aoyama Trading Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.69% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6648 | 12.32 | |
| 0.2192 | 9.08 | |
| 0.5092 | 19.71 | |
| 0.0149 | 0.24 |
Estimation Period:
Jan 14, 2021 to Feb 6, 2026
Jan 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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