Km Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.61% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4059 | 23.49 | |
| 0.1786 | 22.82 | |
| 0.8153 | 136.85 | |
| -0.0587 | -4.21 |
Estimation Period:
Dec 20, 2005 to Feb 6, 2026
Dec 20, 2005 to Feb 6, 2026
News Impact Curve
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