Kao Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.94% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1250 | 20.17 | |
| 0.0607 | 15.50 | |
| 0.8666 | 202.24 | |
| 0.0530 | 6.45 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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