Daishin Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:86.01% (+16.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 14.11 | |
| 0.0623 | 22.18 | |
| 0.9292 | 560.80 | |
| 0.0088 | 1.87 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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