Asahi Kasei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.21% (+4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0991 | 18.14 | |
| 0.0461 | 17.87 | |
| 0.8883 | 345.12 | |
| 0.0867 | 12.67 |
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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