Kyodo Public Relations Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:41.64% (-3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8018 | 19.47 | |
| 0.2089 | 15.91 | |
| 0.7554 | 91.12 | |
| -0.0857 | -4.65 |
Estimation Period:
Mar 28, 2005 to Feb 13, 2026
Mar 28, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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