Kikkoman Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.23% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1424 | 20.09 | |
| 0.0549 | 19.97 | |
| 0.8710 | 186.74 | |
| 0.0890 | 11.37 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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