Daiichi Kensetsu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.87% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 15.83 | |
| 0.0738 | 17.85 | |
| 0.9256 | 459.11 | |
| 0.0013 | 0.18 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Daiichi Kensetsu Corp Analyses
Other GJR-GARCH Analyses on International Equities