Iwatani Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.05% (-5.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3389 | 15.61 | |
| 0.2179 | 8.26 | |
| 0.3272 | 9.17 | |
| -0.0434 | -0.96 |
Estimation Period:
Apr 23, 2021 to Feb 13, 2026
Apr 23, 2021 to Feb 13, 2026
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