Kose R.E. Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.03% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1903 | 10.59 | |
| 0.0794 | 7.66 | |
| 0.9029 | 136.08 | |
| 0.0010 | 0.08 |
Estimation Period:
Aug 2, 2007 to Feb 13, 2026
Aug 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Kose R.E. Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities