Asahi Kasei Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.61% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0992 | 18.14 | |
| 0.0460 | 17.82 | |
| 0.8883 | 344.69 | |
| 0.0868 | 12.68 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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