Kakiyasu Honten Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.44% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 13.44 | |
| 0.1586 | 7.78 | |
| 0.8742 | 146.51 | |
| -0.0689 | -2.68 |
Estimation Period:
Jun 18, 1997 to Feb 13, 2026
Jun 18, 1997 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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