Kakaku.Com Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.14% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 7.45 | |
| 0.0418 | 12.17 | |
| 0.9584 | 294.09 | |
| -0.0227 | -5.21 |
Estimation Period:
Oct 13, 2003 to Feb 13, 2026
Oct 13, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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