Citizen Watch Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:46.80% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1880 | 16.84 | |
| 0.0657 | 21.56 | |
| 0.8688 | 238.22 | |
| 0.0647 | 8.15 |
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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