ORIX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.03% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 11.99 | |
| 0.0396 | 19.41 | |
| 0.9381 | 442.11 | |
| 0.0346 | 7.27 |
Estimation Period:
Sep 16, 1998 to Feb 6, 2026
Sep 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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