Kyowa Kirin Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.12% (-3.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2813 | 21.05 | |
| 0.0634 | 17.65 | |
| 0.7977 | 132.07 | |
| 0.1693 | 15.49 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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