KDDI Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:40.16% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0582 | 18.71 | |
| 0.0734 | 24.82 | |
| 0.9007 | 364.67 | |
| 0.0360 | 5.61 |
Estimation Period:
Sep 3, 1993 to Feb 20, 2026
Sep 3, 1993 to Feb 20, 2026
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