Keio Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.63% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 17.62 | |
| 0.0953 | 26.57 | |
| 0.8808 | 214.72 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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