Asahi Kogyosha Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.28% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1189 | 20.96 | |
| 0.0699 | 14.75 | |
| 0.8842 | 230.79 | |
| 0.0566 | 5.58 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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