Kumagai Gumi Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.92% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3162 | 13.05 | |
| 0.1579 | 15.17 | |
| 0.8034 | 196.48 | |
| 0.0548 | 3.49 |
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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