Kubota Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:53.38% (-2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0965 | 15.41 | |
| 0.0452 | 17.17 | |
| 0.9074 | 358.23 | |
| 0.0645 | 12.65 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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