Kuraray Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.70% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0845 | 15.51 | |
| 0.0433 | 15.77 | |
| 0.8992 | 293.66 | |
| 0.0697 | 8.21 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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