Kyokuyo Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.02% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1006 | 10.58 | |
| 0.1032 | 18.05 | |
| 0.8598 | 253.18 | |
| 0.0533 | 5.38 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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