Daito Trust Construction Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.76% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0719 | 14.50 | |
| 0.0486 | 14.36 | |
| 0.9274 | 396.33 | |
| 0.0223 | 2.52 |
Estimation Period:
Mar 24, 1992 to Feb 13, 2026
Mar 24, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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