Koike-Ya Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.04% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 10.48 | |
| 0.1364 | 12.02 | |
| 0.8831 | 166.50 | |
| -0.0389 | -2.47 |
Estimation Period:
Jun 18, 2004 to Feb 13, 2026
Jun 18, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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