Kawasaki Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:61.78% (-2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0774 | 18.89 | |
| 0.0513 | 23.79 | |
| 0.9140 | 421.18 | |
| 0.0553 | 11.66 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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