Panasonic Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.54% (+3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6522 | 24.77 | |
| 0.1001 | 16.75 | |
| 0.7789 | 116.12 | |
| 0.0432 | 3.44 |
Estimation Period:
Feb 8, 2000 to Feb 6, 2026
Feb 8, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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