Dai-Ichi Cutter Kogyo GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.58% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2984 | 19.05 | |
| 0.1609 | 18.25 | |
| 0.8152 | 128.13 | |
| -0.0851 | -7.43 |
Estimation Period:
Jun 11, 2004 to Feb 13, 2026
Jun 11, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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