Daishin Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:92.80% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 14.11 | |
| 0.0628 | 22.34 | |
| 0.9289 | 559.56 | |
| 0.0086 | 1.83 |
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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