Rokko Butter Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.43% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0902 | 14.24 | |
| 0.0846 | 19.20 | |
| 0.8812 | 245.11 | |
| 0.0605 | 6.26 |
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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