Kawasaki Heavy Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:60.58% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0773 | 18.85 | |
| 0.0509 | 23.86 | |
| 0.9142 | 422.45 | |
| 0.0556 | 11.76 |
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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