Keio Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.39% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 16.67 | |
| 0.0569 | 14.00 | |
| 0.8863 | 244.84 | |
| 0.0676 | 6.96 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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