Kotobuki Spirits Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.78% (+3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 11.14 | |
| 0.0772 | 21.43 | |
| 0.9280 | 423.38 | |
| -0.0105 | -1.66 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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