Denka Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.31% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1497 | 15.76 | |
| 0.0357 | 12.34 | |
| 0.8851 | 302.08 | |
| 0.1071 | 14.98 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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